UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                             Washington, DC 20549

                             Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: June 30, 2005

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower
                1001 Liberty Avenue
                Pittsburgh, PA  15222-3779

Form 13F File Number:  28-04375

      The institutional investment manager filing this
report and the person by whom it is signed hereby represent
that the person signing the report is authorized to submit
it; that all information contained herein is true, correct
and complete; and that it is understood that all required
items, statements, schedules, lists, and tables are
considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  David Brennen
Title:  Compliance Officer
Phone:  (412) 288-7052

Signature, Place, and Date of Signing:
/s/David Brennen  Pittsburgh, PA          August 12, 2005

COVER PAGE ADDENDUM FOR FORM 13F

Federated Investors, Inc. ("Investors") is
affiliated with the institutional investment
managers listed on the summary page of this Form
13F in the manner described below.  By virtue of
Rule 13F-1(b) under the Securities Exchange Act of
1934, Investors is deemed to share investment
discretion over all investments reported herein.
This filing does not constitute an admission that
such investment discretion does in fact exist, but
is made solely to comply with applicable law.

The information set forth below is numbered to
correspond with the names of the other parties with
respect to which this schedule is filed as listed
at the bottom of the cover page hereof:

1.  Federated Investment Counseling ("FIC") is an
Investment Adviser to Federated International
Funds, PLC and certain private investment accounts,
consisting primarily of pension and retirement
plans.  FIC is a wholly-owned subsidiary of
Investors.  Investors exercises investment
discretion over certain investments as reported by
FIC.  FIC exercises investment discretion over the
investments identified with the number "1" under
Item 7 in the attached tables.  This filing is made
on behalf of FIC with respect to all investments
over which it exercises investment discretion.

2.  Federated Investment Management Company ("FIM")
is the Investment Adviser to certain Federated
Funds.  FIM is a wholly-owned subsidiary of
Investors.  Subject to guidelines established by
the Boards of Trustees or Directors of the
aforementioned Funds, FIM exercises investment
discretion over the investments identified with the
number "2" under Item 7 in the attached tables.
This filing is made on behalf of FIM with respect
to all investments over which it exercises
investment discretion.

4.  Passport Research Ltd. ("PR") is the Investment
Adviser to Edward D. Jones Money Market Fund.  PR
is 50.5% owned subsidiary of FIM.  FIM is a
wholly-owned subsidiary of Investors.  Subject to
guidelines established by the Boards of Trustees of
the aforementioned investment company, PR exercises
investment discretion over the investments
identified with the number "4" under Item 7 in the
attached tables.  This filing is made on behalf of
PR with respect to all investments over which it
exercises investment discretion.

8.  Federated Advisory Services Company ("FASC") is
an Investment Adviser that provides investment
advice and other services to related advisers.

9.  Federated Equity Management Company of
Pennsylvania ("FEMCOPA") is the Investment Adviser
to certain Federated Funds.  FEMCOPA is a
wholly-owned subsidiary of Investors.  Subject to
guidelines established by the Boards of Trustees or
Directors of the aforementioned Funds, FEMCOPA
exercises investment discretion over the
investments identified with the number "9" under
Item 7 in the attached tables.  This filing is made
on behalf of FEMCOPA with respect to all
investments over which it exercise investment
discretion.

10.  Passport Research II, Ltd. ("PRII") is the
Investment Adviser to Federated Capital Income
Fund.  PRII is 50.5% owned subsidiary of FEMCOPA.
FEMCOPA is a wholly-owned of Investors.  Subject to
guidelines established by the Boards of Trustees of
the aforementioned investment company, PRII
examines investment discretion over the investments
identified with the number "10" under Item 7 in the
attached tables.  This filing is made on behalf of
PRII with respect to all investments over which it
exercises investment discretion.

21.  Federated Global Investment Management Corp.
("Global") is the Investment Adviser to certain
international Federated Funds and certain
international private investment accounts.  Global
is a wholly-owned subsidiary of Investors.  Subject
to guidelines established by the Board of Trustees
or Directors of the aforementioned Funds, Global
exercises investment discretion over the
investments identified with the number "21" under
Item 7 in the attached tables.  This filing is made
on behalf of Global with respect to all investments
over which it exercises investment discretion.

Report Type

[ X] 13F HOLDING REPORT.

[  ]  13F NOTICE.

[  ]  13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   7

Form 13F Information Table Entry Total:  1471
Form 13F Information Table Value Total:   $19,261,060

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of
all institutional investment managers with respect to which this report
is filed,
other than the manager filing this report.

No.      13F File Number      Name

01       28-01454       Federated Investment Counseling
02       28-04377       Federated Investment Management Company
04       28-02491       Passport Research, Ltd.
08       28-10899       Federated Advisory Services Company
09       28-10900       Federated Equity Management Company of Pennsylvania
10       28-10901       Passport Research II, Ltd.
21       28-04379       Federated Global Investment Management Corp.



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             Column 1                Column 2    Column 3  Column 4 Column 5               Column 6   Column 7  Column 8
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          Name of issuer             Title of      CUSIP    Value    Shrs or   SH/  Put/ Investment  Other      Sole    Shared  None
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                                       Class               (x$1000)  prn amt   PRN  Call discretion managers
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         1 800 FLOWERS COM             CL A      68243Q106   1580    224400    SH         DEFINED      01      224400      0     0
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         1 800 FLOWERS COM             CL A      68243Q106   7612    1081190   SH         DEFINED      09     1081190      0     0
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               3M CO                    COM      88579Y101   3029     41900    SH         DEFINED      02      41900       0     0
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               3M CO                    COM      88579Y101  47212    653000    SH         DEFINED      09      653000      0     0
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               3M CO                    COM      88579Y101   4841     66955    SH         DEFINED      01      66677       0    278
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    A C MOORE ARTS & CRAFTS INC         COM      00086T103   3964    125400    SH         DEFINED      01      125400      0     0
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    A C MOORE ARTS & CRAFTS INC         COM      00086T103   5709    180600    SH         DEFINED      09      180600      0     0
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     A D C TELECOMMUNICATIONS         COM NEW    000886309   5913    271600    SH         DEFINED      09      271600      0     0
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            ABBOTT LABS                 COM      002824100   6226    127030    SH         DEFINED      01      127030      0     0
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            ABBOTT LABS                 COM      002824100  36914    753200    SH         DEFINED      02      753200      0     0
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            ABBOTT LABS                 COM      002824100  73447    1498603   SH         DEFINED      09     1498603      0     0
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            ABBOTT LABS                 COM      002824100   3235     66000    SH         DEFINED      21      66000       0     0
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      ABERCROMBIE & FITCH CO           CL A      002896207   5345     77800    SH         DEFINED      09      77800       0     0
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            ABGENIX INC                 COM      00339B107   3523    410600    SH         DEFINED      01      410600      0     0
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            ABGENIX INC                 COM      00339B107   5342    622600    SH         DEFINED      09      622600      0     0
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            ABX AIR INC                 COM      00080S101  12559    1540980   SH         DEFINED      01     1540980      0     0
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            ABX AIR INC                 COM      00080S101  41529    5095600   SH         DEFINED      09     5095600      0     0
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    ACADIA PHARMACEUTICALS INC          COM      004225108   125      14900    SH         DEFINED      01      14900       0     0
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    ACADIA PHARMACEUTICALS INC          COM      004225108   287      34200    SH         DEFINED      09      34200       0     0
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       ACCENTURE LTD BERMUDA           CL A      G1150G111   1433     63200    SH         DEFINED      09      63200       0     0
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              ACE LTD                   ORD      G0070K103  11423    254700    SH         DEFINED      01      254700      0     0
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              ACE LTD                   ORD      G0070K103  52161    1163000   SH         DEFINED      02     1163000      0     0
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              ACE LTD                   ORD      G0070K103  72771    1622536   SH         DEFINED      09     1622536      0     0
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              ACE LTD                   ORD      G0070K103   1372     37000    SH         DEFINED      21      37000       0     0
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        ACTIVISION INC NEW            COM NEW    004930202   4894    296232    SH         DEFINED      09      296232      0     0
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           ACUSPHERE INC                COM      00511R870   840     176100    SH         DEFINED      01      176100      0     0
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           ACUSPHERE INC                COM      00511R870   1860    390000    SH         DEFINED      09      390000      0     0
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       ADEZA BIOMEDICAL CORP            COM      006864102   284      16700    SH         DEFINED      01      16700       0     0
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       ADEZA BIOMEDICAL CORP            COM      006864102   1976    116400    SH         DEFINED      09      116400      0     0
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            ADTRAN INC                  COM      00738A106   2692    108600    SH         DEFINED      01      108600      0     0
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            ADTRAN INC                  COM      00738A106  40390    1629300   SH         DEFINED      09     1629300      0     0
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   ADVANCE AMER CASH ADVANCE CT         COM      00739W107   1893    118300    SH         DEFINED      01      118300      0     0
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   ADVANCE AMER CASH ADVANCE CT         COM      00739W107  45486    2842900   SH         DEFINED      09     2842900      0     0
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      ADVANCE AUTO PARTS INC            COM      00751Y106  32139    497900    SH         DEFINED      01      497900      0     0
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      ADVANCE AUTO PARTS INC            COM      00751Y106  419782   6503200   SH         DEFINED      09     6503200      0     0
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    ADVANCED MICRO DEVICES INC          COM      007903107   995      57400    SH         DEFINED      01      57400       0     0
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    ADVANCED MICRO DEVICES INC          COM      007903107   1481     85400    SH         DEFINED      09      85400       0     0
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          ADVANTEST CORP           SPONSORED ADR 00762U101   1034     55600    SH         DEFINED      09      55600       0     0
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             AES CORP                   COM      00130H105   6719    410200    SH         DEFINED      09      410200      0     0
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           AETNA INC NEW                COM      00817Y108   2534     30600    SH         DEFINED      21      30600       0     0
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   AFFILIATED COMPUTER SERVICES        CL A      008190100  61872    1210800   SH         DEFINED      09     1210800      0     0
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  AFFILIATED COMPUTER SVCS INCCL      COMMON     008190100    5        98      SH         DEFINED      01        98        0     0
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     AFFILIATED MANAGERS GROUP          COM      008252108   5915     86558    SH         DEFINED      09      86558       0     0
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     AFFILIATED MANAGERS GROUP          COM      008252108   1186     17361    SH         DEFINED      01      17361       0     0
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           AGCO CORP COM              COMMON     001084102    11       578     SH         DEFINED      01       578        0     0
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           AGERE SYS INC                COM      00845V308   863      71900    SH         DEFINED      09      71900       0     0
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       AIR PRODS & CHEMS INC            COM      009158106   1761     29200    SH         DEFINED      02      29200       0     0
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       AIR PRODS & CHEMS INC            COM      009158106   6283    104200    SH         DEFINED      09      104200      0     0
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       AIR PRODS & CHEMS INC            COM      009158106   3423     61300    SH         DEFINED      21      61300       0     0
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       AIR PRODS & CHEMS INC            COM      009158106   260      4317     SH         DEFINED      01       4317       0     0
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           AKZO NOBEL NV           SPONSORED ADR 010199305  20643    525410    SH         DEFINED      01      508277     820  16313
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           AKZO NOBEL NV           SPONSORED ADR 010199305   6490    165179    SH         DEFINED      09      165179      0     0
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         ALAMOSA HLDGS INC              COM      011589108   4872    350500    SH         DEFINED      09      350500      0     0
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          ALBERTSONS INC                COM      013104104   2457    118800    SH         DEFINED      02      118800      0     0
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          ALBERTSONS INC                COM      013104104  19716    953409    SH         DEFINED      09      953409      0     0
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          ALBERTSONS INC                COM      013104104  25763    1245799   SH         DEFINED      01     1212053    1804  31942
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           ALCAN INC COM              COMMON     013716105    2        83      SH         DEFINED      01        83        0     0
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             ALCOA INC                  COM      013817101  20695    792000    SH         DEFINED      02      792000      0     0
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             ALCOA INC                  COM      013817101  45376    1736542   SH         DEFINED      09     1736542      0     0
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             ALCOA INC                  COM      013817101   6939    265559    SH         DEFINED      01      265256      0    303
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    ALEXION PHARMACEUTICALS INC         COM      015351109   5087    220804    SH         DEFINED      01      220804      0     0
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    ALEXION PHARMACEUTICALS INC         COM      015351109  29170    1266078   SH         DEFINED      09     1266078      0     0
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           ALKERMES INC                 COM      01642T108  15894    1202300   SH         DEFINED      09     1202300      0     0
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           ALLERGAN INC                 COM      018490102  77406    908100    SH         DEFINED      09      908100      0     0
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      ALLIANT ENERGY CORP COM         COMMON     018802108    8        282     SH         DEFINED      01       282        0     0
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      ALLIANT TECHSYSTEMS INC           COM      018804104   4074     57700    SH         DEFINED      09      57700       0     0
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       ALLIED WASTE INDS INC            COM      019589308   116      14600    SH         DEFINED      01      14600       0     0
                                    PAR$.01NEW
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           ALLSTATE CORP                COM      020002101  101461   1698100   SH         DEFINED      02     1698100      0     0
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           ALLSTATE CORP                COM      020002101  119771   2004540   SH         DEFINED      09     2004540      0     0
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           ALLSTATE CORP                COM      020002101   4179     75800    SH         DEFINED      21      75800       0     0
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           ALLSTATE CORP                COM      020002101  23018    385241    SH         DEFINED      01      384795      0    446
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            ALLTEL CORP                 COM      020039103   8653    138939    SH         DEFINED      01      138939      0     0
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            ALLTEL CORP                 COM      020039103  39612    636030    SH         DEFINED      02      636030      0     0
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            ALLTEL CORP                 COM      020039103  13944    223900    SH         DEFINED      09      223900      0     0
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            ALTERA CORP                 COM      021441100   4860    245200    SH         DEFINED      09      245200      0     0
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            ALTIRIS INC                 COM      02148M100   901      61368    SH         DEFINED      01      61368       0     0
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            ALTIRIS INC                 COM      02148M100  17089    1164118   SH         DEFINED      09     1164118      0     0
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         ALTRIA GROUP INC               COM      02209S103  80094    1238700   SH         DEFINED      02     1238700      0     0
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         ALTRIA GROUP INC               COM      02209S103  107332   1659950   SH         DEFINED      09     1659950      0     0
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         ALTRIA GROUP INC               COM      02209S103   3207     52800    SH         DEFINED      21      52800       0     0
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         ALTRIA GROUP INC               COM      02209S103  20176    312030    SH         DEFINED      01      311976      0     54
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            AMDOCS LTD                  ORD      G02602103  28354    1072800   SH         DEFINED      09     1072800      0     0
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            AMDOCS LTD                  ORD      G02602103  10937    425300    SH         DEFINED      21      425300      0     0
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            AMEREN CORP                 COM      023608102   1017     18391    SH         DEFINED      09      18391       0     0
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            AMEREN CORP                 COM      023608102  30626    553815    SH         DEFINED      01      536722     894  16199
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   AMERICAN EAGLE OUTFITTERS NE         COM      02553E106   7056    230200    SH         DEFINED      09      230200      0     0
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       AMERICAN ELEC PWR INC            COM      025537101  29253    793400    SH         DEFINED      02      793400      0     0
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       AMERICAN ELEC PWR INC            COM      025537101  13476    365491    SH         DEFINED      09      365491      0     0
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       AMERICAN ELEC PWR INC            COM      025537101   1947     63900    SH         DEFINED      21      63900       0     0
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       AMERICAN ELEC PWR INC            COM      025537101  18767    509001    SH         DEFINED      01      500519     654   7828
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  AMERICAN HOME MTG INVT CORP CO      COMMON     02660R107    3        89      SH         DEFINED      01        89        0     0
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      AMERICAN INTL GROUP INC           COM      026874107  53005    912300    SH         DEFINED      02      912300      0     0
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      AMERICAN INTL GROUP INC           COM      026874107  47517    817849    SH         DEFINED      09      817849      0     0
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      AMERICAN INTL GROUP INC           COM      026874107   8704    149818    SH         DEFINED      01      149361      0    457
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        AMERICAN TOWER CORP            CL A      029912201   6672    317400    SH         DEFINED      09      317400      0     0
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      AMERISOURCEBERGEN CORP            COM      03073E105   7717    111600    SH         DEFINED      01      111600      0     0
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      AMERISOURCEBERGEN CORP            COM      03073E105  49408    714500    SH         DEFINED      02      714500      0     0
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      AMERISOURCEBERGEN CORP            COM      03073E105  15303    221300    SH         DEFINED      09      221300      0     0
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        AMERUS GROUP CO COM           COMMON     03072M108    4        86      SH         DEFINED      01        86        0     0
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          AMETEK INC NEW                COM      031100100   6395    152800    SH         DEFINED      09      152800      0     0
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    AMSOUTH BANCORPORATION COM        COMMON     032165102  34592   1,330,447  SH         DEFINED      01     1,287,976  2,108 40363
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           AMVESCAP PLC            SPONSORED ADR 03235E100  19875    1654900   SH         DEFINED      09     1654900      0     0
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           AMVESCAP PLC            SPONSORED ADR 03235E100   747      62200    SH         DEFINED      21      62200       0     0
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    AMYLIN PHARMACEUTICALS INC          COM      032346108   523      25000    SH         DEFINED      01      25000       0     0
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    AMYLIN PHARMACEUTICALS INC          COM      032346108  36674    1752200   SH         DEFINED      09     1752200      0     0
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        ANALOG DEVICES INC              COM      032654105   3369     90300    SH         DEFINED      01      90300       0     0
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        ANALOG DEVICES INC              COM      032654105  18163    486800    SH         DEFINED      02      486800      0     0
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        ANALOG DEVICES INC              COM      032654105  38702    1037300   SH         DEFINED      09     1037300      0     0
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          ANDREW CORP COM             COMMON     034425108    2        140     SH         DEFINED      01       140        0     0
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       ANGLOGOLD ASHANTI LTD       SPONSORED ADR 035128206  29631    829300    SH         DEFINED      09      829300      0     0
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      ANHEUSER BUSCH COS INC            COM      035229103   2873     62800    SH         DEFINED      09      62800       0     0
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      ANIKA THERAPEUTICS INC            COM      035255108  11593    1009000   SH         DEFINED      09     1009000      0     0
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         ANIXTER INTL INC               COM      035290105   4657    125300    SH         DEFINED      09      125300      0     0
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             ANSYS INC                  COM      03662Q105   5902    166200    SH         DEFINED      09      166200      0     0
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           ANSYS INC COM              COMMON     03662Q105    4        118     SH         DEFINED      01       118        0     0
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         ANTEON INTL CORP               COM      03674E108   4539     99500    SH         DEFINED      09      99500       0     0
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       ANTEON INTL CORP COM           COMMON     03674E108    5        114     SH         DEFINED      01       114        0     0
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             AON CORP                   COM      037389103  14268    569800    SH         DEFINED      09      569800      0     0
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             AON CORP                   COM      037389103   3317    132479    SH         DEFINED      01      132479      0     0
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            APACHE CORP                 COM      037411105  45149    698900    SH         DEFINED      02      698900      0     0
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            APACHE CORP                 COM      037411105   491      7600     SH         DEFINED      09       7600       0     0
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            APACHE CORP                 COM      037411105   1137     17600    SH         DEFINED      21      17600       0     0
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            APACHE CORP                 COM      037411105   4221     65338    SH         DEFINED      01      65338       0     0
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        APPLE COMPUTER INC              COM      037833100   434      11800    SH         DEFINED      09      11800       0     0
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        APPLEBEES INTL INC              COM      037899101   850      32100    SH         DEFINED      01      32100       0     0
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        APPLEBEES INTL INC              COM      037899101   1350     50950    SH         DEFINED      09      50950       0     0
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         APPLIED MATLS INC              COM      038222105   6016    371800    SH         DEFINED      02      371800      0     0
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         APPLIED MATLS INC              COM      038222105  114781   7094000   SH         DEFINED      09     7094000      0     0
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         APPLIED MATLS INC              COM      038222105   4272    264000    SH         DEFINED      21      264000      0     0
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         APPLIED MATLS INC              COM      038222105  13174    814226    SH         DEFINED      01      812348      0    1878
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           ARBITRON INC                 COM      03875Q108   704      16400    SH         DEFINED      01      16400       0     0
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           ARBITRON INC                 COM      03875Q108   1038     24200    SH         DEFINED      09      24200       0     0
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           ARCH COAL INC                COM      039380100  19310    354500    SH         DEFINED      09      354500      0     0
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          ARDEN RLTY INC                COM      039793104   768      21357    SH         DEFINED      09      21357       0     0
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          ARDEN RLTY INC                COM      039793104   9417    261718    SH         DEFINED      01      250625     331  10762
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     ARENA PHARMACEUTICALS INC          COM      040047102   5511    808000    SH         DEFINED      09      808000      0     0
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           ARM HLDGS PLC           SPONSORED ADR 042068106   803     130829    SH         DEFINED      01      130829      0     0
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           ARM HLDGS PLC           SPONSORED ADR 042068106   9696    1579200   SH         DEFINED      09     1579200      0     0
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          ARTHROCARE CORP               COM      043136100   1076     30800    SH         DEFINED      01      30800       0     0
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          ARTHROCARE CORP               COM      043136100  14217    406900    SH         DEFINED      09      406900      0     0
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           ASE TEST LTD                 ORD      Y02516105   772     119800    SH         DEFINED      09      119800      0     0
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           ASML HLDG NV               N Y SHS    N07059111   6449    411800    SH         DEFINED      09      411800      0     0
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        ASPECT MED SYS INC              COM      045235108  28506    958500    SH         DEFINED      09      958500      0     0
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           ASSURANT INC                 COM      04621X108  18566    514300    SH         DEFINED      09      514300      0     0
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             AT&T CORP                COM NEW    001957505   1939    101840    SH         DEFINED      01      101840      0     0
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             AT&T CORP                COM NEW    001957505   4073    213900    SH         DEFINED      02      213900      0     0
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             AT&T CORP                COM NEW    001957505   3199    168000    SH         DEFINED      09      168000      0     0
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       ATI TECHNOLOGIES INC             COM      001941103   4691    395900    SH         DEFINED      09      395900      0     0
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            ATS MED INC                 COM      002083103   1756    503200    SH         DEFINED      09      503200      0     0
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           AUTODESK INC                 COM      052769106  33428    972600    SH         DEFINED      09      972600      0     0
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          AUTOLIV INC COM             COMMON     052800109    8        173     SH         DEFINED      01       173        0     0
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   AUXILIUM PHARMACEUTICALS INC         COM      05334D107   491     102900    SH         DEFINED      01      102900      0     0
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   AUXILIUM PHARMACEUTICALS INC         COM      05334D107   3993    837100    SH         DEFINED      09      837100      0     0
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             AVAYA INC                  COM      053499109   1168    140400    SH         DEFINED      09      140400      0     0
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            AVIGEN INC                  COM      053690103   9360    3019293   SH         DEFINED      09     3019293      0     0
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       AXIS CAPITAL HOLDINGS            SHS      G0692U109  57735    2040100   SH         DEFINED      09     2040100      0     0
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        B & G FOODS INC NEW            UNIT      05508R205   587      40080    SH         DEFINED      01      40080       0     0
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        B & G FOODS INC NEW            UNIT      05508R205   4283    292570    SH         DEFINED      02      292570      0     0
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        B & G FOODS INC NEW            UNIT      05508R205   760      51900    SH         DEFINED      09      51900       0     0
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       BAA PLC ADR SPONSORED          COMMON     05518L206  17149   1,543,101  SH         DEFINED      01     1,491,434  2,373 49294
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         BAKER HUGHES INC               COM      057224107   6528    127600    SH         DEFINED      09      127600      0     0
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             BALL CORP                  COM      058498106   169      4700     SH         DEFINED      01       4700       0     0
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             BALL CORP                  COM      058498106   2842     83600    SH         DEFINED      21      83600       0     0
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        BANK AMER CORP COM            COMMON     060505104   3310    72,568    SH         DEFINED      01      71,957      0    611
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         BANK NEW YORK INC              COM      064057102   4907    170500    SH         DEFINED      02      170500      0     0
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         BANK NEW YORK INC              COM      064057102   8090    281100    SH         DEFINED      09      281100      0     0
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    BANK OF AMERICA CORPORATION         COM      060505104  16138    353819    SH         DEFINED      01      353819      0     0
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    BANK OF AMERICA CORPORATION         COM      060505104  78762    1726848   SH         DEFINED      02     1726848      0     0
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    BANK OF AMERICA CORPORATION         COM      060505104  106593   2337044   SH         DEFINED      09     2337044      0     0
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    BANK OF AMERICA CORPORATION         COM      060505104   5246    129500    SH         DEFINED      21      129500      0     0
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           BARCLAYS PLC                 ADR      06738E204   655      16400    SH         DEFINED      02      16400       0     0
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           BARCLAYS PLC                 ADR      06738E204   6167    154400    SH         DEFINED      09      154400      0     0
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          BAXTER INTL INC               COM      071813109   4122    111100    SH         DEFINED      01      111100      0     0
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          BAXTER INTL INC               COM      071813109  24160    651200    SH         DEFINED      02      651200      0     0
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          BAXTER INTL INC               COM      071813109  38640    1041502   SH         DEFINED      09     1041502      0     0
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          BAXTER INTL INC          CORP UNITS 7% 071813406   2626     47500    SH         DEFINED      02      47500       0     0
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             BB&T CORP                  COM      054937107   1387     34700    SH         DEFINED      02      34700       0     0
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              BCE INC                   COM      05534B109  36409    1537545   SH         DEFINED      01     1491837    2361  43347
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              BCE INC                   COM      05534B109   1724     72800    SH         DEFINED      02      72800       0     0
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              BCE INC                   COM      05534B109   9169    387199    SH         DEFINED      09      387199      0     0
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       BED BATH & BEYOND INC            COM      075896100  42156    1009000   SH         DEFINED      09     1009000      0     0
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          BELLSOUTH CORP                COM      079860102   6461    243163    SH         DEFINED      01      242696      0    467
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          BELLSOUTH CORP                COM      079860102   5691    214200    SH         DEFINED      02      214200      0     0
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          BELLSOUTH CORP                COM      079860102  54338    2045100   SH         DEFINED      09     2045100      0     0
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       BERKLEY W R CORP COM           COMMON     084423102    3        80      SH         DEFINED      01        80        0     0
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          BEST BUY, INC.                COM      086516101  23889    348500    SH     P   DEFINED
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          BIOENVISION INC               COM      09059N100   956     131300    SH         DEFINED      01      131300      0     0
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          BIOENVISION INC               COM      09059N100   9171    1259700   SH         DEFINED      09     1259700      0     0
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            BIOSITE INC                 COM      090945106   5543    100800    SH         DEFINED      09      100800      0     0
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          BIOSITE INC COM             COMMON     090945106    3        47      SH         DEFINED      01        47        0     0
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           BIOVAIL CORP                 COM      09067J109   1470     94700    SH         DEFINED      01      94700       0     0
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           BIOVAIL CORP                 COM      09067J109   2205    142100    SH         DEFINED      09      142100      0     0
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         BLACK HILLS CORP               COM      092113109   737      20000    SH         DEFINED      02      20000       0     0
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          BLACKBOARD INC                COM      091935502   1555     65000    SH         DEFINED      01      65000       0     0
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          BLACKBOARD INC                COM      091935502  26372    1102500   SH         DEFINED      09     1102500      0     0
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          BLOCK H & R INC               COM      093671105   6774    116100    SH         DEFINED      09      116100      0     0
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          BLOCK H & R INC               COM      093671105   1700     29137    SH         DEFINED      01      29137       0     0
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           BLUE NILE INC                COM      09578R103   131      4000     SH         DEFINED      01       4000       0     0
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           BLUE NILE INC                COM      09578R103   196      6000     SH         DEFINED      09       6000       0     0
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           BLYTH INC COM              COMMON     09643P108    3        123     SH         DEFINED      01       123        0     0
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         BMC SOFTWARE INC               COM      055921100   2678    149200    SH         DEFINED      01      149200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         BMC SOFTWARE INC               COM      055921100  11023    614100    SH         DEFINED      09      614100      0     0
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         BMC SOFTWARE INC               COM      055921100   151      8400     SH         DEFINED      21       8400       0     0
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    BOOTS GROUP PLC UNSPON ADR        COMMON     099482101  22334   1,022,981  SH         DEFINED      01     991,649    1,661 29671
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      BOTTOMLINE TECH DEL INC           COM      101388106   768      51300    SH         DEFINED      01      51300       0     0
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      BOTTOMLINE TECH DEL INC           COM      101388106   1103     73700    SH         DEFINED      09      73700       0     0
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         BOYD GAMING CORP               COM      103304101   5261    102900    SH         DEFINED      09      102900      0     0
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              BP PLC               SPONSORED ADR 055622104   8477    135894    SH         DEFINED      01      135894      0     0
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              BP PLC               SPONSORED ADR 055622104  32026    513400    SH         DEFINED      02      513400      0     0
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              BP PLC               SPONSORED ADR 055622104  37933    608100    SH         DEFINED      09      608100      0     0
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              BP PLC               SPONSORED ADR 055622104   2075     39800    SH         DEFINED      21      39800       0     0
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           BRILLIAN CORP                COM      10949P107   2073    788400    SH         DEFINED      09      788400      0     0
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      BRISTOL MYERS SQUIBB CO           COM      110122108    95      3800     SH         DEFINED      01       3800       0     0
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      BRISTOL MYERS SQUIBB CO           COM      110122108   939      37600    SH         DEFINED      02      37600       0     0
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       BRITISH AMERN TOB PLC       SPONSORED ADR 110448107   620      15974    SH         DEFINED      09      15974       0     0
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           BROADCOM CORP               CL A      111320107   5362    151000    SH         DEFINED      09      151000      0     0
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      BUFFALO WILD WINGS INC            COM      119848109   3036     97300    SH         DEFINED      01      97300       0     0
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      BUFFALO WILD WINGS INC            COM      119848109   4805    154000    SH         DEFINED      09      154000      0     0
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       BUSINESS OBJECTS S A        SPONSORED ADR 12328X107   1178     44780    SH         DEFINED      01      44780       0     0
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       BUSINESS OBJECTS S A        SPONSORED ADR 12328X107   2556     97200    SH         DEFINED      09      97200       0     0
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            CABELAS INC                 COM      126804301   878      41100    SH         DEFINED      01      41100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            CABELAS INC                 COM      126804301   1282     60000    SH         DEFINED      09      60000       0     0
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    CABOT MICROELECTRONICS CORP         COM      12709P103   1907     65770    SH         DEFINED      01      65770       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    CABOT MICROELECTRONICS CORP         COM      12709P103   2715     93660    SH         DEFINED      09      93660       0     0
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             CACHE INC                COM NEW    127150308   2869    172600    SH         DEFINED      01      172600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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             CACHE INC                COM NEW    127150308   4477    269350    SH         DEFINED      09      269350      0     0
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        CACI INTL INC CL A            COMMON     127190304    4        65      SH         DEFINED      01        65        0     0
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     CADENCE DESIGN SYSTEM INC          COM      127387108   2370    173500    SH         DEFINED      09      173500      0     0
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     CADENCE DESIGN SYSTEM INC          COM      127387108   814      72100    SH         DEFINED      21      72100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      CALAMOS ASSET MGMT INC           CL A      12811R104  19362    710800    SH         DEFINED      09      710800      0     0
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       CAPITAL ONE FINL CORP            COM      14040H105  106309   1328700   SH         DEFINED      09     1328700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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       CAPITAL ONE FINL CORP            COM      14040H105   3600     45000    SH         DEFINED      21      45000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       CAPITAL ONE FINL CORP            COM      14040H105   5184     64787    SH         DEFINED      01      64787       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         CAPITOL FED FINL               COM      14057C106   1314     38100    SH         DEFINED      02      38100       0     0
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        CARDINAL HEALTH INC             COM      14149Y108   5804    100800    SH         DEFINED      09      100800      0     0
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          CAREMARK RX INC               COM      141705103  51040    1146450   SH         DEFINED      09     1146450      0     0
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          CAREMARK RX INC               COM      141705103   2273     51050    SH         DEFINED      21      51050       0     0
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          CAREMARK RX INC               COM      141705103    8        170     SH         DEFINED      01       170        0     0
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           CARNIVAL CORP            PAIRED CTF   143658300  10981    201300    SH         DEFINED      09      201300      0     0
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           CARNIVAL CORP            PAIRED CTF   143658300   2377     48100    SH         DEFINED      21      48100       0     0
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       CARRAMERICA RLTY CORP            COM      144418100   525      14510    SH         DEFINED      09      14510       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       CARRAMERICA RLTY CORP            COM      144418100  16246    449023    SH         DEFINED      01      437583     798  10642
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            CARTER INC                  COM      146229109   3906     66900    SH         DEFINED      01      66900       0     0
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            CARTER INC                  COM      146229109   5838    100000    SH         DEFINED      09      100000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        CATERPILLAR INC DEL             COM      149123101   1353     14200    SH         DEFINED      01      14200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        CATERPILLAR INC DEL             COM      149123101   1611     16900    SH         DEFINED      02      16900       0     0
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        CATERPILLAR INC DEL             COM      149123101  24862    260856    SH         DEFINED      09      260856      0     0
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    CB RICHARD ELLIS GROUP INC         CL A      12497T101  177015   4035900   SH         DEFINED      09     4035900      0     0
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       CBL & ASSOC PPTYS INC            COM      124830100   4070     94500    SH         DEFINED      09      94500       0     0
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        CBRL GROUP INC COM            COMMON     12489V106    4        102     SH         DEFINED      01       102        0     0
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         CELANESE CORP DEL           COM SER A   150870103   1502     94500    SH         DEFINED      09      94500       0     0
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         CELANESE CORP DEL           COM SER A   150870103   913      69500    SH         DEFINED      21      69500       0     0
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         CELANESE CORP DEL           PFD 4.25%   150870202   8575    350000    SH         DEFINED      09      350000      0     0
                                       CONV
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       CELEBRATE EXPRESS INC            COM      15100A104   1484    109600    SH         DEFINED      01      109600      0     0
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       CELEBRATE EXPRESS INC            COM      15100A104   2206    162894    SH         DEFINED      09      162894      0     0
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           CELESTICA INC            SUB VTG SHS  15101Q108   1927    143800    SH         DEFINED      09      143800      0     0
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             CEMEX S A             SPON ADR ORD  151290889  16253    383141    SH         DEFINED      09      383141      0     0
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           CENDANT CORP                 COM      151313103  79955    3574222   SH         DEFINED      09     3574222      0     0
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           CENDANT CORP                 COM      151313103   3028    135365    SH         DEFINED      01      135365      0     0
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      CENTERPOINT ENERGY INC            COM      15189T107   1481    112100    SH         DEFINED      01      112100      0     0
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            CENTEX CORP                 COM      152312104  14261    201800    SH         DEFINED      09      201800      0     0
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            CENTEX CORP                 COM      152312104   2488     35200    SH         DEFINED      21      35200       0     0
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            CENTEX CORP                 COM      152312104   219      3102     SH         DEFINED      01       3102       0     0
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   CENTRAL EUROPEAN MEDIA ENTRP      CL A NEW    G20045202  24847    513588    SH         DEFINED      01      513588      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   CENTRAL EUROPEAN MEDIA ENTRP      CL A NEW    G20045202  134690   2784000   SH         DEFINED      09     2784000      0     0
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        CENTURY ALUM CO COM           COMMON     156431108    2        120     SH         DEFINED      01       120        0     0
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          CENTURYTEL INC                COM      156700106   869      25100    SH         DEFINED      01      25100       0     0
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         CEPHALON INC COM             COMMON     156708109    5        119     SH         DEFINED      01       119        0     0
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            CERNER CORP                 COM      156782104   5730     84300    SH         DEFINED      09      84300       0     0
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             CEVA INC                   COM      157210105   762     129978    SH         DEFINED      01      129978      0     0
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             CEVA INC                   COM      157210105   1066    181922    SH         DEFINED      09      181922      0     0
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     CHARLES RIV LABS INTL INC          COM      159864107  38928    806808    SH         DEFINED      09      806808      0     0
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   CHECK POINT SOFTWARE TECH LT         ORD      M22465104    87      4400     SH         DEFINED      01       4400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   CHECK POINT SOFTWARE TECH LT         ORD      M22465104  26603    1343600   SH         DEFINED      09     1343600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   CHECK POINT SOFTWARE TECH LT         ORD      M22465104   3020    152550    SH         DEFINED      21      152550      0     0
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      CHESAPEAKE ENERGY CORP            COM      165167107   4298    188500    SH         DEFINED      09      188500      0     0
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    CHESAPEAKE ENERGY CORP COM        COMMON     165167107    7        293     SH         DEFINED      01       293        0     0
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         CHEVRON CORP NEW               COM      166764100  95400    1706000   SH         DEFINED      02     1706000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         CHEVRON CORP NEW               COM      166764100  104766   1873496   SH         DEFINED      09     1873496      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         CHEVRON CORP NEW               COM      166764100  21403    382739    SH         DEFINED      01      382529      0    210
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   CHICAGO BRIDGE & IRON CO N V    N Y REGISTRY  167250109  55355    2421500   SH         DEFINED      09     2421500      0     0
                                        SH
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   CHICAGO MERCANTILE HLDGS INC        CL A      167760107   5910     20000    SH         DEFINED      09      20000       0     0
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          CHICOS FAS INC                COM      168615102   4494    131100    SH         DEFINED      09      131100      0     0
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   CHINA NETCOM GROUP CORP HK L    SPONSORED ADR 16940Q101   8700    300000    SH         DEFINED      09      300000      0     0
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     CHINDEX INTERNATIONAL INC          COM      169467107   2483    559200    SH         DEFINED      09      559200      0     0
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      CHOICE HOTELS INTL INC            COM      169905106   6550     99700    SH         DEFINED      09      99700       0     0
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        CHOICEPOINT INC COM           COMMON     170388102    2        52      SH         DEFINED      01        52        0     0
------------------------------------------------------------------------------------------------------------------------------------
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            CHUBB CORP                  COM      171232101   693      8100     SH         DEFINED      02       8100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            CHUBB CORP                  COM      171232101   3835     44800    SH         DEFINED      09      44800       0     0
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   CIBA SPECIALTY CHEMICALS HLD    SPONSORED ADR 17162W206   1100     37600    SH         DEFINED      02      37600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            CIGNA CORP                  COM      125509109   6411     59900    SH         DEFINED      09      59900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       CINCINNATI FINL CORP             COM      172062101   6226    157385    SH         DEFINED      09      157385      0     0
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           CINERGY CORP                 COM      172474108   857      19110    SH         DEFINED      01      19110       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CINERGY CORP                 COM      172474108   701      15649    SH         DEFINED      09      15649       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     CIPHERGEN BIOSYSTEMS INC           COM      17252Y104   797     417500    SH         DEFINED      01      417500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     CIPHERGEN BIOSYSTEMS INC           COM      17252Y104   1463    766100    SH         DEFINED      09      766100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         CIRRUS LOGIC INC               COM      172755100   1711    322300    SH         DEFINED      01      322300      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         CIRRUS LOGIC INC               COM      172755100  18949    3568600   SH         DEFINED      09     3568600      0     0
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           CISCO SYS INC                COM      17275R102   4386    229500    SH         DEFINED      02      229500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CISCO SYS INC                COM      17275R102  71927    3763833   SH         DEFINED      09     3763833      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CISCO SYS INC                COM      17275R102   8600    482200    SH         DEFINED      21      482200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CISCO SYS INC                COM      17275R102   7416    388350    SH         DEFINED      01      386840      0    1510
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     CITADEL BROADCASTING CORP      NOTE 1.875%  17285TAB2   175     225000    PRN        DEFINED      09      225000      0     0
                                        2/1
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          CITI TRENDS INC               COM      17306X102   756      41800    SH         DEFINED      01      41800       0     0
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          CITI TRENDS INC               COM      17306X102   1143     63216    SH         DEFINED      09      63216       0     0
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           CITIGROUP INC                COM      172967101  59540    1287900   SH         DEFINED      02     1287900      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CITIGROUP INC                COM      172967101  170468   3687383   SH         DEFINED      09     3687383      0     0
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           CITIGROUP INC                COM      172967101   5181    124100    SH         DEFINED      21      124100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CITIGROUP INC                COM      172967101  21837    472345    SH         DEFINED      01      471759      0    586
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          CITY NATL CORP                COM      178566105   3887     54200    SH         DEFINED      09      54200       0     0
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   CLEAR CHANNEL COMMUNICATIONS         COM      184502102  22007    711500    SH         DEFINED      09      711500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   CLEAR CHANNEL COMMUNICATIONS         COM      184502102   1177     44600    SH         DEFINED      21      44600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   CLEAR CHANNEL COMMUNICATIONS         COM      184502102   3559    115057    SH         DEFINED      01      115057      0     0
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          CMS ENERGY CORP               COM      125896100   1187     78812    SH         DEFINED      01      78812       0     0
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              CNF INC                   COM      12612W104   2730     60800    SH         DEFINED      01      60800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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              CNF INC                   COM      12612W104  85517    1904600   SH         DEFINED      09     1904600      0     0
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             COACH INC                  COM      189754104   6348    189100    SH         DEFINED      09      189100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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             COACH INC                  COM      189754104   1356     40400    SH         DEFINED      21      40400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           COCA COLA CO                 COM      191216100   5646    135236    SH         DEFINED      01      135012      0    224
------------------------------------------------------------------------------------------------------------------------------------
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           COCA COLA CO                 COM      191216100  21952    525800    SH         DEFINED      02      525800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           COCA COLA CO                 COM      191216100  87335    2091850   SH         DEFINED      09     2091850      0     0
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           COCA COLA CO                 COM      191216100   4933    126400    SH         DEFINED      21      126400      0     0
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       COGENT COMM GROUP INC          COM NEW    19239V302   1336    201200    SH         DEFINED      01      201200      0     0
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       COGENT COMM GROUP INC          COM NEW    19239V302   1984    298800    SH         DEFINED      09      298800      0     0
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            COGENT INC                  COM      19239Y108  23040    807000    SH         DEFINED      09      807000      0     0
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  COGNIZANT TECHNLGY SLTNS CORCL      COMMON     192446102    5        114     SH         DEFINED      01       114        0     0
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   COGNIZANT TECHNOLOGY SOLUTIO        CL A      192446102   8059    171000    SH         DEFINED      09      171000      0     0
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            COGNOS INC                  COM      19244C109  15447    452452    SH         DEFINED      09      452452      0     0
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            COGNOS INC                  COM      19244C109   3821    111910    SH         DEFINED      21      111910      0     0
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            COGNOS INC                  COM      19244C109   577      16889    SH         DEFINED      01      16889       0     0
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       COLGATE PALMOLIVE CO             COM      194162103   484      9700     SH         DEFINED      02       9700       0     0
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       COLGATE PALMOLIVE CO             COM      194162103   8125    162800    SH         DEFINED      09      162800      0     0
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       COLGATE PALMOLIVE CO             COM      194162103   294      5900     SH         DEFINED      21       5900       0     0
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         COLONIAL PPTYS TR          COM SH BEN   195872106   897      20396    SH         DEFINED      09      20396       0     0
                                        INT
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         COLONIAL PPTYS TR          COM SH BEN   195872106   7731    175706    SH         DEFINED      01      168263     223   7220
                                        INT
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           COMERICA INC                 COM      200340107   2665     46100    SH         DEFINED      02      46100       0     0
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     COMMERCIAL VEH GROUP INC           COM      202608105   1457     82100    SH         DEFINED      01      82100       0     0
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     COMMERCIAL VEH GROUP INC           COM      202608105   5643    317900    SH         DEFINED      09      317900      0     0
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   COMPANIA DE MINAS BUENAVENTU    SPONSORED ADR 204448104   225      9800     SH         DEFINED      21       9800       0     0
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      COMPUTER ASSOC INTL INC           COM      204912109   650      23664    SH         DEFINED      09      23664       0     0
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      COMPUTER SCIENCES CORP            COM      205363104   2892     66180    SH         DEFINED      01      66180       0     0
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      COMPUTER SCIENCES CORP            COM      205363104  12682    290200    SH         DEFINED      09      290200      0     0
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      COMVERSE TECHNOLOGY INC      COM PAR $0.10 205862402  30667    1296700   SH         DEFINED      09     1296700      0     0
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         CONAGRA FOODS INC              COM      205887102   535      23112    SH         DEFINED      09      23112       0     0
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         CONAGRA FOODS INC              COM      205887102  17012    734548    SH         DEFINED      01      713196    1226  20126
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           CONCEPTUS INC                COM      206016107    5        800     SH         DEFINED      01       800        0     0
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           CONCEPTUS INC                COM      206016107  20455    3620400   SH         DEFINED      09     3620400      0     0
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   CONCORDE CAREER COLLEGES INC       COM NEW    20651H201   695      50900    SH         DEFINED      01      50900       0     0
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   CONCORDE CAREER COLLEGES INC       COM NEW    20651H201   5121    375140    SH         DEFINED      09      375140      0     0
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          CONMED CORP COM             COMMON     207410101    2        59      SH         DEFINED      01        59        0     0
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          CONOCOPHILLIPS                COM      20825C104   1868     32500    SH         DEFINED      02      32500       0     0
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          CONOCOPHILLIPS                COM      20825C104  40491    704320    SH         DEFINED      09      704320      0     0
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          CONOCOPHILLIPS                COM      20825C104   6981    121431    SH         DEFINED      01      121069      0    362
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         CONSOL ENERGY INC              COM      20854P109   4351     81200    SH         DEFINED      09      81200       0     0
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      CONSOLIDATED EDISON INC           COM      209115104   536      11438    SH         DEFINED      09      11438       0     0
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     CONSOLIDATED WATER CO INC          ORD      G23773107   527      13600    SH         DEFINED      01      13600       0     0
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     CONSOLIDATED WATER CO INC          ORD      G23773107   4665    120300    SH         DEFINED      09      120300      0     0
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     CONSTELLATION BRANDS INC          CL A      21036P108   201      6800     SH         DEFINED      01       6800       0     0
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     CONSTELLATION BRANDS INC          CL A      21036P108   4752    161100    SH         DEFINED      09      161100      0     0
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     CONSTELLATION BRANDS INC          CL A      21036P108   2336     79200    SH         DEFINED      21      79200       0     0
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   CONSTELLATION ENERGY GROUP I         COM      210371100   577      10000    SH         DEFINED      01      10000       0     0
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        COOPER CAMERON CORP             COM      216640102   363      5850     SH         DEFINED      21       5850       0     0
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    CORINTHIAN COLLEGES INC COM       COMMON     218868107    3        223     SH         DEFINED      01       223        0     0
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          CORIXA CORP COM             COMMON     21887F100    4        805     SH         DEFINED      01       805        0     0
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    CORPORATE EXECUTIVE BRD CO          COM      21988R102   6642     84800    SH         DEFINED      09      84800       0     0
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        COST PLUS INC CALIF             COM      221485105   1743     69900    SH         DEFINED      01      69900       0     0
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        COST PLUS INC CALIF             COM      221485105   2612    104745    SH         DEFINED      09      104745      0     0
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         COSTAR GROUP INC               COM      22160N109   1842     42257    SH         DEFINED      01      42257       0     0
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         COSTAR GROUP INC               COM      22160N109  35594    816382    SH         DEFINED      09      816382      0     0
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            COVANCE INC                 COM      222816100   7745    172600    SH         DEFINED      09      172600      0     0
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     COVENTRY HEALTH CARE INC           COM      222862104   6573     92900    SH         DEFINED      09      92900       0     0
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   COVENTRY HEALTH CARE INC COM       COMMON     222862104    4        61      SH         DEFINED      01        61        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           CREE INC COM               COMMON     225447101    4        138     SH         DEFINED      01       138        0     0
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        CTRIP COM INTL LTD              ADR      22943F100   3134     61600    SH         DEFINED      01      61600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        CTRIP COM INTL LTD              ADR      22943F100   4594     90300    SH         DEFINED      09      90300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    CUBIST PHARMACEUTICALS INC          COM      229678107   2002    152000    SH         DEFINED      01      152000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    CUBIST PHARMACEUTICALS INC          COM      229678107  42738    3245100   SH         DEFINED      09     3245100      0     0
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            CUMMINS INC                 COM      231021106  120443   1614300   SH         DEFINED      09     1614300      0     0
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           CURON MED INC                COM      231292103   1264    1858780   SH         DEFINED      09     1858780      0     0
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        CV THERAPEUTICS INC             COM      126667104   1150     51300    SH         DEFINED      01      51300       0     0
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        CV THERAPEUTICS INC             COM      126667104   1652     73700    SH         DEFINED      09      73700       0     0
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             CYMER INC                  COM      232572107   7736    293600    SH         DEFINED      09      293600      0     0
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             CYMER INC                  COM      232572107   2320     97300    SH         DEFINED      21      97300       0     0
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      CYPRESS BIOSCIENCES INC      COM PAR $.02  232674507  19954    1511700   SH         DEFINED      09     1511700      0     0
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            CYTYC CORP                  COM      232946103   2827    128148    SH         DEFINED      01      128148      0     0
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            CYTYC CORP                  COM      232946103  103205   4678380   SH         DEFINED      09     4678380      0     0
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          D R HORTON INC                COM      23331A109   192      5100     SH         DEFINED      01       5100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          D R HORTON INC                COM      23331A109   5229    139033    SH         DEFINED      09      139033      0     0
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          D R HORTON INC                COM      23331A109   2151     57200    SH         DEFINED      21      57200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             DANA CORP                  COM      235811106   677      45100    SH         DEFINED      02      45100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             DANA CORP                  COM      235811106   3221    214600    SH         DEFINED      09      214600      0     0
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      DARDEN RESTAURANTS INC            COM      237194105   6078    184300    SH         DEFINED      09      184300      0     0
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            DAVITA INC                  COM      23918K108   9717    213650    SH         DEFINED      09      213650      0     0
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         DEAN FOODS CO NEW              COM      242370104  71111    2017900   SH         DEFINED      09     2017900      0     0
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      DEAN FOODS INC NEW COM          COMMON     242370104    4        109     SH         DEFINED      01       109        0     0
------------------------------------------------------------------------------------------------------------------------------------
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             DELL INC                   COM      24702R101   5140    130201    SH         DEFINED      01      129511      0    690
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             DELL INC                   COM      24702R101   2513     63600    SH         DEFINED      02      63600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             DELL INC                   COM      24702R101  42739    1081725   SH         DEFINED      09     1081725      0     0
------------------------------------------------------------------------------------------------------------------------------------
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             DELL INC                   COM      24702R101   3129     79200    SH         DEFINED      21      79200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             DELL INC                   COM      24702R101  32793    830000    SH     P   DEFINED
------------------------------------------------------------------------------------------------------------------------------------
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          DENBURY RES INC             COM NEW    247916208   5067    127400    SH         DEFINED      09      127400      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      DESIGN WITHIN REACH INC           COM      250557105   481      26600    SH         DEFINED      01      26600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      DESIGN WITHIN REACH INC           COM      250557105   695      38400    SH         DEFINED      09      38400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       DEVON ENERGY CORP NEW            COM      25179M103   1115     22000    SH         DEFINED      21      22000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       DEVON ENERGY CORP NEW            COM      25179M103    8        156     SH         DEFINED      01       156        0     0
------------------------------------------------------------------------------------------------------------------------------------
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     DICKS SPORTING GOODS INC           COM      253393102   7257    188054    SH         DEFINED      01      188054      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     DICKS SPORTING GOODS INC           COM      253393102  95098    2464318   SH         DEFINED      09     2464318      0     0
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            DIGENE CORP                 COM      253752109   803      29000    SH         DEFINED      01      29000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            DIGENE CORP                 COM      253752109   1174     42400    SH         DEFINED      09      42400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           DIGIRAD CORP                 COM      253827109   355      66300    SH         DEFINED      01      66300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           DIGIRAD CORP                 COM      253827109  10445    1948700   SH         DEFINED      09     1948700      0     0
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         DILLARDS INC CL A            COMMON     254067101    5        214     SH         DEFINED      01       214        0     0
------------------------------------------------------------------------------------------------------------------------------------
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    DISCOVERY PARTNERS INTL INC         COM      254675101   762     266500    SH         DEFINED      01      266500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    DISCOVERY PARTNERS INTL INC         COM      254675101   1108    387500    SH         DEFINED      09      387500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          DISNEY WALT CO            COM DISNEY   254687106   886      35200    SH         DEFINED      21      35200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          DISNEY WALT CO            COM DISNEY   254687106   3066    121756    SH         DEFINED      01      120746      0    1010
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      DJ ORTHOPEDICS INC COM          COMMON     23325G104    3        99      SH         DEFINED      01        99        0     0
------------------------------------------------------------------------------------------------------------------------------------
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      DOLBY LABORATORIES INC            COM      25659T107   1981     89800    SH         DEFINED      01      89800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      DOLBY LABORATORIES INC            COM      25659T107  41689    1889800   SH         DEFINED      09     1889800      0     0
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          DOLLAR GEN CORP               COM      256669102  16426    806800    SH         DEFINED      09      806800      0     0
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      DOMINION RES INC VA NEW           COM      25746U109   769      10485    SH         DEFINED      09      10485       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      DOMINION RES INC VA NEW           COM      25746U109  22159    301937    SH         DEFINED      01      293839     483   7615
------------------------------------------------------------------------------------------------------------------------------------
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         DOMINOS PIZZA INC              COM      25754A201  22460    1009000   SH         DEFINED      09     1009000      0     0
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        DORAL FINL CORP COM           COMMON     25811P100    9        517     SH         DEFINED      01       517        0     0
------------------------------------------------------------------------------------------------------------------------------------
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            DOVER CORP                  COM      260003108   6356    174700    SH         DEFINED      09      174700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        DOW JONES & CO INC              COM      260561105   525      14800    SH         DEFINED      02      14800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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              DPL INC                   COM      233293109   1499     54600    SH         DEFINED      01      54600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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              DPL INC                   COM      233293109   851      31000    SH         DEFINED      02      31000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       DRS TECHNOLOGIES INC             COM      23330X100   4021     78411    SH         DEFINED      01      78411       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       DRS TECHNOLOGIES INC             COM      23330X100  25965    506340    SH         DEFINED      09      506340      0     0
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    DU PONT E I DE NEMOURS & CO         COM      263534109   4045     94050    SH         DEFINED      02      94050       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    DU PONT E I DE NEMOURS & CO         COM      263534109  33642    782200    SH         DEFINED      09      782200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    DU PONT E I DE NEMOURS & CO         COM      263534109   2036     47335    SH         DEFINED      01      47114       0    221
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         DUKE ENERGY CORP               COM      264399106   1864     62700    SH         DEFINED      02      62700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         DUKE REALTY CORP             COM NEW    264411505   823      26002    SH         DEFINED      09      26002       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         DUKE REALTY CORP             COM NEW    264411505   8905    281255    SH         DEFINED      01      269340     355  11560
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             DYAX CORP                  COM      26746E103  20499    4343100   SH         DEFINED      09     4343100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     DYNAVAX TECHNOLOGIES CORP          COM      268158102   1722    358700    SH         DEFINED      01      358700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     DYNAVAX TECHNOLOGIES CORP          COM      268158102   8753    1823500   SH         DEFINED      09     1823500      0     0
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          E M C CORP MASS               COM      268648102   2800    204200    SH         DEFINED      02      204200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          E M C CORP MASS               COM      268648102  44629    3255200   SH         DEFINED      09     3255200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          E M C CORP MASS               COM      268648102   2529    184500    SH         DEFINED      21      184500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          E M C CORP MASS               COM      268648102   2478    180732    SH         DEFINED      01      180732      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EATON CORP                  COM      278058102  43104    719600    SH         DEFINED      02      719600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EATON CORP                  COM      278058102   9285    155000    SH         DEFINED      09      155000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EATON CORP                  COM      278058102   8276    138160    SH         DEFINED      01      137889      0    271
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             EBAY INC                   COM      278642103   1284     38900    SH         DEFINED      09      38900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             EBAY INC                   COM      278642103   2905     88000    SH         DEFINED      21      88000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             EBAY INC                   COM      278642103   248      7526     SH         DEFINED      01       7526       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           ECOLLEGE COM                 COM      27887E100   977      82066    SH         DEFINED      01      82066       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           ECOLLEGE COM                 COM      27887E100  17882    1502649   SH         DEFINED      09     1502649      0     0
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           ECOST COM INC                COM      27922W107   475     116123    SH         DEFINED      01      116123      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           ECOST COM INC                COM      27922W107   680     166217    SH         DEFINED      09      166217      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EDISON INTL                 COM      281020107   9805    241800    SH         DEFINED      01      241800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EDISON INTL                 COM      281020107  33417    824100    SH         DEFINED      02      824100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EDISON INTL                 COM      281020107  28851    711500    SH         DEFINED      09      711500      0     0
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   EDP ENERGIAS DE PORTUGAL S A    SPONSORED ADR 268353109   3702    147600    SH         DEFINED      02      147600      0     0
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            EDUCATE INC                 COM      28138P100   985      69600    SH         DEFINED      01      69600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EDUCATE INC                 COM      28138P100  15707    1110000   SH         DEFINED      09     1110000      0     0
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   EDWARDS LIFESCIENCES CORP COM      COMMON     28176E108    5        110     SH         DEFINED      01       110        0     0
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              EGL INC                   COM      268484102   4062    199900    SH         DEFINED      01      199900      0     0
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              EGL INC                   COM      268484102   6090    299700    SH         DEFINED      09      299700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            EMCORE CORP                 COM      290846104   1255    303800    SH         DEFINED      01      303800      0     0
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            EMCORE CORP                 COM      290846104   2813    681200    SH         DEFINED      09      681200      0     0
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            ENDESA S A             SPONSORED ADR 29258N107   1802     78600    SH         DEFINED      01      78600       0     0
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           ENDOLOGIX INC                COM      29266S106   403      89300    SH         DEFINED      01      89300       0     0
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           ENDOLOGIX INC                COM      29266S106  11214    2486550   SH         DEFINED      09     2486550      0     0
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   ENDURANCE SPECIALTY HLDGS LT         SHS      G30397106   696      18400    SH         DEFINED      01      18400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   ENDURANCE SPECIALTY HLDGS LT         SHS      G30397106  36776    972400    SH         DEFINED      09      972400      0     0
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      ENEL SOCIETA PER AZIONI           ADR      29265W108   968      22300    SH         DEFINED      02      22300       0     0
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        ENERGIZER HLDGS INC             COM      29266R108   3724     59900    SH         DEFINED      09      59900       0     0
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      ENERGY PARTNERS LTD COM         COMMON     29270U105    7        262     SH         DEFINED      01       262        0     0
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             ENI S P A             SPONSORED ADR 26874R108   3577     27900    SH         DEFINED      02      27900       0     0
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             ENI S P A             SPONSORED ADR 26874R108  10192     79500    SH         DEFINED      09      79500       0     0
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          ENSCO INTL INC                COM      26874Q100  14411    403100    SH         DEFINED      09      403100      0     0
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            EOG RES INC                 COM      26875P101   4635     81600    SH         DEFINED      09      81600       0     0
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       EPICOR SOFTWARE CORP             COM      29426L108   4046    306500    SH         DEFINED      01      306500      0     0
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       EPICOR SOFTWARE CORP             COM      29426L108   6423    486600    SH         DEFINED      09      486600      0     0
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         EQUITABLE RES INC              COM      294549100   1557     22900    SH         DEFINED      02      22900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         EQUITABLE RES INC              COM      294549100   6256     92000    SH         DEFINED      09      92000       0     0
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   EQUITY OFFICE PROPERTIES TRU         COM      294741103  31614    955096    SH         DEFINED      01      927016    1588  26492
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   EQUITY OFFICE PROPERTIES TRU         COM      294741103   1226     37040    SH         DEFINED      09      37040       0     0
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   EQUITY RESIDENTIAL SH BEN INT      COMMON     29476L107  22776    618,583   SH         DEFINED      01     599,120     988  18475
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     EVEREST RE GROUP LTD COM         COMMON     G3223R108    8        81      SH         DEFINED      01        81        0     0
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           EXELIXIS INC                 COM      30161Q104   481      64700    SH         DEFINED      09      64700       0     0
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            EXELON CORP                 COM      30161N101   2638     51400    SH         DEFINED      01      51400       0     0
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            EXELON CORP                 COM      30161N101   2243     43700    SH         DEFINED      02      43700       0     0
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            EXELON CORP                 COM      30161N101   9455    184200    SH         DEFINED      09      184200      0     0
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     EXPEDITORS INTL WASH INC           COM      302130109   2988     59996    SH         DEFINED      01      59996       0     0
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     EXPEDITORS INTL WASH INC           COM      302130109  58402    1172504   SH         DEFINED      09     1172504      0     0
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           EXPONENT INC                 COM      30214U102   773      27035    SH         DEFINED      01      27035       0     0
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           EXPONENT INC                 COM      30214U102   1104     38612    SH         DEFINED      09      38612       0     0
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         EXXON MOBIL CORP               COM      30231G102  93705    1630500   SH         DEFINED      02     1630500      0     0
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         EXXON MOBIL CORP               COM      30231G102  207255   3606309   SH         DEFINED      09     3606309      0     0
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         EXXON MOBIL CORP               COM      30231G102   5919    116300    SH         DEFINED      21      116300      0     0
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         EXXON MOBIL CORP               COM      30231G102  25361    441285    SH         DEFINED      01      440787      0    498
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    EYETECH PHARMACEUTICALS INC         COM      302297106   2194    173600    SH         DEFINED      01      173600      0     0
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    EYETECH PHARMACEUTICALS INC         COM      302297106  28712    2271500   SH         DEFINED      09     2271500      0     0
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          F5 NETWORKS INC               COM      315616102   5319    112600    SH         DEFINED      09      112600      0     0
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           FASTCLICK INC                COM      31188F105   345      37900    SH         DEFINED      01      37900       0     0
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           FASTCLICK INC                COM      31188F105   521      57300    SH         DEFINED      09      57300       0     0
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     FEDERAL HOME LN MTG CORP           COM      313400301  12061    184900    SH         DEFINED      01      184900      0     0
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     FEDERAL HOME LN MTG CORP           COM      313400301  80161    1228900   SH         DEFINED      02     1228900      0     0
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     FEDERAL HOME LN MTG CORP           COM      313400301  51545    790200    SH         DEFINED      09      790200      0     0
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       FEDERAL NATL MTG ASSN            COM      313586109   9794    167707    SH         DEFINED      01      167707      0     0
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       FEDERAL NATL MTG ASSN            COM      313586109  35011    599500    SH         DEFINED      02      599500      0     0
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       FEDERAL NATL MTG ASSN            COM      313586109  78730    1348122   SH         DEFINED      09     1348122      0     0
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            FEDEX CORP                  COM      31428X106  81739    1009000   SH         DEFINED      09     1009000      0     0
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            FEDEX CORP                  COM      31428X106    4        50      SH         DEFINED      01        50        0     0
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        FIFTH THIRD BANCORP             COM      316773100   2419     58700    SH         DEFINED      01      58700       0     0
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        FIFTH THIRD BANCORP             COM      316773100  29515    716200    SH         DEFINED      02      716200      0     0
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        FIFTH THIRD BANCORP             COM      316773100   317      7700     SH         DEFINED      09       7700       0     0
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           FILENET CORP                 COM      316869106   1832     72856    SH         DEFINED      01      72856       0     0
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           FILENET CORP                 COM      316869106  22602    899052    SH         DEFINED      09      899052      0     0
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    FIRST AMERN CORP CALIF COM        COMMON     318522307    7        174     SH         DEFINED      01       174        0     0
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   FIRST INDUSTRIAL REALTY TRUS         COM      32054K103  19153    480016    SH         DEFINED      01      464835     767  14414
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   FIRST INDUSTRIAL REALTY TRUS         COM      32054K103   426      10685    SH         DEFINED      09      10685       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       FIRST POTOMAC RLTY TR            COM      33610F109   1448     58400    SH         DEFINED      01      58400       0     0
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       FIRST POTOMAC RLTY TR            COM      33610F109   2272     91600    SH         DEFINED      09      91600       0     0
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         FIRSTENERGY CORP               COM      337932107   2285     47500    SH         DEFINED      01      47500       0     0
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         FIRSTENERGY CORP               COM      337932107   7813    162400    SH         DEFINED      09      162400      0     0
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      FIRSTFED FINL CORP COM          COMMON     337907109    3        51      SH         DEFINED      01        51        0     0
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     FLAGSTAR BANCORP INC COM         COMMON     337930101    2        120     SH         DEFINED      01       120        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           FLIR SYS INC                 COM      302445101   4518    151400    SH         DEFINED      09      151400      0     0
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   FOMENTO ECONOMICO MEXICANO S      SPON ADR    344419106   8088    139500    SH         DEFINED      21      139500      0     0
                                       UNITS
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        FORTUNE BRANDS INC              COM      349631101   7619     85800    SH         DEFINED      09      85800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         FORWARD AIR CORP               COM      349853101   9579    338850    SH         DEFINED      01      338850      0     0
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         FORWARD AIR CORP               COM      349853101  39903    1411490   SH         DEFINED      09     1411490      0     0
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       FOUNDRY NETWORKS INC             COM      35063R100   332      38464    SH         DEFINED      01      38464       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       FOUNDRY NETWORKS INC             COM      35063R100   458      53072    SH         DEFINED      09      53072       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           FPL GROUP INC                COM      302571104   2060     48967    SH         DEFINED      01      48967       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         FRANKLIN RES INC               COM      354613101   323      4200     SH         DEFINED      02       4200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         FRANKLIN RES INC               COM      354613101   5011     65100    SH         DEFINED      09      65100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         FRANKLIN RES INC               COM      354613101   3766     51800    SH         DEFINED      21      51800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         FRANKLIN RES INC               COM      354613101   507      6592     SH         DEFINED      01       6592       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   FREEPORT-MCMORAN COPPER & GO        CL B      35671D857    94      2522     SH         DEFINED      01       2522       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   FREEPORT-MCMORAN COPPER & GO        CL B      35671D857   1187     31700    SH         DEFINED      21      31700       0     0
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       FREMONT GEN CORP COM           COMMON     357288109    5        200     SH         DEFINED      01       200        0     0
------------------------------------------------------------------------------------------------------------------------------------
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   FRIEDMAN BILLINGS RAMSEY GRO        CL A      358434108   758      53000    SH         DEFINED      02      53000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        FUJI PHOTO FILM LTD             ADR      359586302  13362    410000    SH         DEFINED      09      410000      0     0
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           FUNDTECH LTD                 ORD      M47095100   818      81000    SH         DEFINED      01      81000       0     0
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           FUNDTECH LTD                 ORD      M47095100   1202    119000    SH         DEFINED      09      119000      0     0
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             G A P INC                COMMON     364760108    45      2,270    SH         DEFINED      01      2,270       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GANNETT INC                 COM      364730101   4467     62800    SH         DEFINED      01      62800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GANNETT INC                 COM      364730101  48532    682300    SH         DEFINED      02      682300      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            GANNETT INC                 COM      364730101   533      7500     SH         DEFINED      09       7500       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            GANNETT INC                 COM      364730101   2191     30800    SH         DEFINED      21      30800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GAP INC DEL                 COM      364760108   7137    361357    SH         DEFINED      01      361357      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GAP INC DEL                 COM      364760108  42267    2140100   SH         DEFINED      02     2140100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GAP INC DEL                 COM      364760108  28483    1442200   SH         DEFINED      09     1442200      0     0
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            GARMIN LTD                  ORD      G37260109  21555    504200    SH         DEFINED      09      504200      0     0
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             GATX CORP                  COM      361448103   5299    153600    SH         DEFINED      09      153600      0     0
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           GENAERA CORP                 COM      36867G100   1015    596900    SH         DEFINED      01      596900      0     0
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           GENAERA CORP                 COM      36867G100   1641    965500    SH         DEFINED      09      965500      0     0
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           GENENTECH INC              COM NEW    368710406   1116     13900    SH         DEFINED      02      13900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           GENENTECH INC              COM NEW    368710406  17638    219700    SH         DEFINED      09      219700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           GENENTECH INC              COM NEW    368710406   5798     76300    SH         DEFINED      21      76300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           GENENTECH INC              COM NEW    368710406   1248     15541    SH         DEFINED      01      15541       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          GENERAL ELEC CO               COM      369604103  12414    358276    SH         DEFINED      01      357199      0    1077
------------------------------------------------------------------------------------------------------------------------------------
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          GENERAL ELEC CO               COM      369604103  22730    656000    SH         DEFINED      02      656000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          GENERAL ELEC CO               COM      369604103  163191   4709705   SH         DEFINED      09     4709705      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          GENERAL ELEC CO               COM      369604103   3358     96900    SH         DEFINED      21      96900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GENERAL MTRS CORP              COM      370442105   112      3300     SH         DEFINED      01       3300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GENERAL MTRS CORP              COM      370442105   1013     29800    SH         DEFINED      02      29800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       GENLYTE GROUP INC COM          COMMON     372302109    6        128     SH         DEFINED      01       128        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           GENZYME CORP                 COM      372917104   7487    124600    SH         DEFINED      09      124600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GEORGIA PAC CORP               COM      373298108   665      20900    SH         DEFINED      02      20900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GEORGIA PAC CORP               COM      373298108  16498    518800    SH         DEFINED      09      518800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GEORGIA PAC CORP               COM      373298108   2517     79136    SH         DEFINED      01      79136       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GETTY IMAGES INC               COM      374276103   4708     63400    SH         DEFINED      09      63400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        GILEAD SCIENCES INC             COM      375558103   6686    152000    SH         DEFINED      09      152000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        GILEAD SCIENCES INC             COM      375558103   2129     48400    SH         DEFINED      21      48400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        GILEAD SCIENCES INC             COM      375558103   193      4392     SH         DEFINED      01       4392       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GILLETTE CO                 COM      375766102   4936     97491    SH         DEFINED      01      97187       0    304
------------------------------------------------------------------------------------------------------------------------------------
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            GILLETTE CO                 COM      375766102   3876     76550    SH         DEFINED      02      76550       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GILLETTE CO                 COM      375766102  60169    1188405   SH         DEFINED      09     1188405      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          GLAMIS GOLD LTD               COM      376775102   4445    258300    SH         DEFINED      21      258300      0     0
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        GLAXOSMITHKLINE PLC        SPONSORED ADR 37733W105   6064    125000    SH         DEFINED      02      125000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        GLAXOSMITHKLINE PLC        SPONSORED ADR 37733W105   5860    120800    SH         DEFINED      09      120800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GLOBAL SIGNAL INC              COM      37944Q103   557      14800    SH         DEFINED      01      14800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GLOBAL SIGNAL INC              COM      37944Q103   8400    223100    SH         DEFINED      09      223100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        GLOBALSANTAFE CORP              SHS      G3930E101   1942     47600    SH         DEFINED      21      47600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        GOLD FIELDS LTD NEW        SPONSORED ADR 38059T106  18643    1642589   SH         DEFINED      09     1642589      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GOLDMAN SACHS GROUP INC           COM      38141G104   2081     20400    SH         DEFINED      02      20400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GOLDMAN SACHS GROUP INC           COM      38141G104  47021    460900    SH         DEFINED      09      460900      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GOLDMAN SACHS GROUP INC           COM      38141G104   5443     53348    SH         DEFINED      01      53348       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GOODYEAR TIRE & RUBR CO           COM      382550101   2251    151100    SH         DEFINED      01      151100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GOODYEAR TIRE & RUBR CO           COM      382550101  25191    1690700   SH         DEFINED      02     1690700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GOODYEAR TIRE & RUBR CO           COM      382550101   271      18200    SH         DEFINED      09      18200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            GOOGLE INC                 CL A      38259P508  29680    100900    SH         DEFINED      09      100900      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      GREAT PLAINS ENERGY INC           COM      391164100   1138     35700    SH         DEFINED      01      35700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GRIFFON CORP COM             COMMON     398433102    4        180     SH         DEFINED      01       180        0     0
------------------------------------------------------------------------------------------------------------------------------------
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   GRUPO AEROPORTUARIO DEL SURE    SPON ADR SER  40051E202   2491     78200    SH         DEFINED      21      78200       0     0
                                         B
------------------------------------------------------------------------------------------------------------------------------------
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      GRUPO TELEVISA SA DE CV       SP ADR REP   40049J206   2508     40400    SH         DEFINED      21      40400       0     0
                                        ORD
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         GSI COMMERCE INC               COM      36238G102   7538    450000    SH         DEFINED      09      450000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         GSI COMMERCE INC           NOTE 3.000%  36238GAB8   5602    5000000   PRN        DEFINED      09     5000000      0     0
                                        6/0
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  GUILFORD PHARMACEUTICALS INCCO      COMMON     401829106    1        458     SH         DEFINED      01       458        0     0
------------------------------------------------------------------------------------------------------------------------------------
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          HALLIBURTON CO                COM      406216101   1243     26000    SH         DEFINED      02      26000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          HALLIBURTON CO                COM      406216101  34143    714000    SH         DEFINED      09      714000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          HALLIBURTON CO                COM      406216101   2525     52800    SH         DEFINED      21      52800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          HALLIBURTON CO                COM      406216101   7971    166692    SH         DEFINED      01      166629      0     63
------------------------------------------------------------------------------------------------------------------------------------
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          HANSON PLC NEW           SPONSORED ADR 411349103   830      17400    SH         DEFINED      02      17400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       HARMONY GOLD MNG LTD        SPONSORED ADR 413216300  27655    3230700   SH         DEFINED      09     3230700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         HARRAHS ENTMT INC              COM      413619107   1052     14600    SH         DEFINED      01      14600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         HARRAHS ENTMT INC              COM      413619107   1247     17300    SH         DEFINED      02      17300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         HARRAHS ENTMT INC              COM      413619107  25751    357300    SH         DEFINED      09      357300      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         HARRAHS ENTMT INC              COM      413619107   1268     17600    SH         DEFINED      21      17600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          HARTE-HANKS INC               COM      416196103   4418    148600    SH         DEFINED      09      148600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   HARTFORD FINL SVCS GROUP INC         COM      416515104  47799    639200    SH         DEFINED      02      639200      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
   HARTFORD FINL SVCS GROUP INC         COM      416515104  20153    269500    SH         DEFINED      09      269500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   HARTFORD FINL SVCS GROUP INC         COM      416515104   7861    105128    SH         DEFINED      01      105128      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            HASBRO INC                  COM      418056107   909      43700    SH         DEFINED      01      43700       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            HASBRO INC                  COM      418056107   1769     85100    SH         DEFINED      02      85100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            HASBRO INC                  COM      418056107  23197    1115800   SH         DEFINED      09     1115800      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
              HCA INC                   COM      404119109  13159    232200    SH         DEFINED      02      232200      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
              HCA INC                   COM      404119109  32976    581900    SH         DEFINED      09      581900      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
              HCA INC                   COM      404119109   2244     39600    SH         DEFINED      21      39600       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
              HCA INC                   COM      404119109   5316     93812    SH         DEFINED      01      93812       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
     HEALTH CARE PPTY INVS INC          COM      421915109   1054     38984    SH         DEFINED      09      38984       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
     HEALTH CARE PPTY INVS INC          COM      421915109  25483    942427    SH         DEFINED      01      912826    1498  28103
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
       HEALTH CARE REIT INC             COM      42217K106   475      12607    SH         DEFINED      09      12607       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
       HEALTH CARE REIT INC             COM      42217K106   8253    218966    SH         DEFINED      01      209660     278   9028
------------------------------------------------------------------------------------------------------------------------------------
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     HEALTH MGMT ASSOC INC NEW         CL A      421933102   6011    229600    SH         DEFINED      09      229600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HEALTHCARE RLTY TR              COM      421946104   455      11791    SH         DEFINED      09      11791       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HEALTHCARE RLTY TR              COM      421946104  20362    527384    SH         DEFINED      01      512380     887  14117
------------------------------------------------------------------------------------------------------------------------------------
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           HECLA MNG CO                 COM      422704106   1974    432800    SH         DEFINED      09      432800      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
      HELEN OF TROY CORP COM          COMMON     G4388N106    4        142     SH         DEFINED      01       142        0     0
------------------------------------------------------------------------------------------------------------------------------------
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       HELMERICH & PAYNE INC            COM      423452101   4143     88300    SH         DEFINED      09      88300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     HERITAGE PPTY INVT TR INC          COM      42725M107   502      14327    SH         DEFINED      09      14327       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        HERLEY INDS INC COM           COMMON     427398102    4        235     SH         DEFINED      01       235        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        HEWLETT PACKARD CO              COM      428236103   7177    305293    SH         DEFINED      01      305293      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        HEWLETT PACKARD CO              COM      428236103  35707    1518800   SH         DEFINED      02     1518800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HEWLETT PACKARD CO              COM      428236103  16812    715100    SH         DEFINED      09      715100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HILTON HOTELS CORP              COM      432848109   1068     44800    SH         DEFINED      01      44800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HILTON HOTELS CORP              COM      432848109   1266     53100    SH         DEFINED      02      53100       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        HILTON HOTELS CORP              COM      432848109  24582    1030700   SH         DEFINED      09     1030700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HILTON HOTELS CORP              COM      432848109   911      46200    SH         DEFINED      21      46200       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
             HNI CORP                   COM      404251100   3729     72900    SH         DEFINED      09      72900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          HOME DEPOT INC                COM      437076102  25841    664300    SH         DEFINED      02      664300      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          HOME DEPOT INC                COM      437076102  70510    1812597   SH         DEFINED      09     1812597      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          HOME DEPOT INC                COM      437076102   1712     44000    SH         DEFINED      21      44000       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          HOME DEPOT INC                COM      437076102  11768    302526    SH         DEFINED      01      301780      0    746
------------------------------------------------------------------------------------------------------------------------------------
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           HOMESTORE INC                COM      437852106   3059    1507100   SH         DEFINED      09     1507100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        HONEYWELL INTL INC              COM      438516106   557      15200    SH         DEFINED      02      15200       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
       HOSPITALITY PPTYS TR         COM SH BEN   44106M102   459      10423    SH         DEFINED      09      10423       0     0
                                        INT
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
       HOSPITALITY PPTYS TR         COM SH BEN   44106M102   7787    176689    SH         DEFINED      01      169187     221   7281
                                        INT
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           HOT TOPIC INC                COM      441339108   7659    400600    SH         DEFINED      09      400600      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          HOUSTON EXPL CO               COM      442120101  42530    801700    SH         DEFINED      09      801700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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  HOVNANIAN ENTERPRISES INC CL A      COMMON     442487203    4        56      SH         DEFINED      01        56        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           HRPT PPTYS TR            COM SH BEN   40426W101   481      38664    SH         DEFINED      09      38664       0     0
                                        INT
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           HRPT PPTYS TR            COM SH BEN   40426W101  22887    1841262   SH         DEFINED      01     1788257    3084  49921
                                        INT
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
     HUMAN GENOME SCIENCES INC          COM      444903108   1979    170900    SH         DEFINED      01      170900      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
     HUMAN GENOME SCIENCES INC          COM      444903108   2933    253300    SH         DEFINED      09      253300      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          HUMMINGBIRD INC               COM      44544R101   755      35300    SH         DEFINED      01      35300       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          HUMMINGBIRD INC               COM      44544R101   1156     54000    SH         DEFINED      09      54000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   HUTCHINSON TECHNOLOGY INC COM      COMMON     448407106    5        119     SH         DEFINED      01       119        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
      HYPERION SOLUTIONS CORP           COM      44914M104   3288     81700    SH         DEFINED      01      81700       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
      HYPERION SOLUTIONS CORP           COM      44914M104  42868    1065300   SH         DEFINED      09     1065300      0     0
------------------------------------------------------------------------------------------------------------------------------------
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               I B M                  COMMON     459200101    4        55      SH         DEFINED      01        55        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        IAC INTERACTIVECORP             COM      44919P102    77      3200     SH         DEFINED      01       3200       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        IAC INTERACTIVECORP             COM      44919P102  23052    958500    SH         DEFINED      09      958500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            IDACORP INC                 COM      451107106   533      17400    SH         DEFINED      01      17400       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           IDT CORP COM               COMMON     448947101    5        413     SH         DEFINED      01       413        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            I-FLOW CORP               COM NEW    449520303   674      40500    SH         DEFINED      01      40500       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            I-FLOW CORP               COM NEW    449520303   7000    420700    SH         DEFINED      09      420700      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           ILLUMINA INC                 COM      452327109   1231    102000    SH         DEFINED      01      102000      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           ILLUMINA INC                 COM      452327109  34689    2874004   SH         DEFINED      09     2874004      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        IMMUNICON CORP DEL              COM      45260A107   4593    905900    SH         DEFINED      09      905900      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            INAMED CORP                 COM      453235103   8012    119630    SH         DEFINED      01      119630      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            INAMED CORP                 COM      453235103  181559   2711044   SH         DEFINED      09     2711044      0     0
------------------------------------------------------------------------------------------------------------------------------------
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             INCO LTD                   COM      453258402   993      26300    SH         DEFINED      21      26300       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
             INCO LTD                   COM      453258402   102      2713     SH         DEFINED      01       2713       0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            INCYTE CORP                 COM      45337C102   1336    186800    SH         DEFINED      01      186800      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
            INCYTE CORP                 COM      45337C102   8877    1241600   SH         DEFINED      09     1241600      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
           INDIA FD INC                 COM      454089103   3715    124466    SH         DEFINED      21      124466      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          INDUS INTL INC                COM      45578L100   363     147400    SH         DEFINED      09      147400      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
          INDUS INTL INC                COM      45578L100   285     116000    SH         DEFINED      01      116000      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        INDYMAC BANCORP INC             COM      456607100   6334    155500    SH         DEFINED      09      155500      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
        INDYMAC BANCORP INC             COM      456607100    9        231     SH         DEFINED      01       231        0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
         INFOCROSSING INC               COM      45664X109   2546    204200    SH         DEFINED      01      204200      0     0
------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------
         INFOCROSSING INC               COM      45664X109  17966    1440733   SH         DEFINED      09     1440733      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           ING GROUP N V           SPONSORED ADR 456837103   1287     45900    SH         DEFINED      09      45900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   INNOVATIVE SOLUTIONS & SUPPO         COM      45769N105   8560    255000    SH         DEFINED      01      255000      0     0
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   INNOVATIVE SOLUTIONS & SUPPO         COM      45769N105  13982    416500    SH         DEFINED      09      416500      0     0
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  INTEGRATED DEVICE TECH INC COM      COMMON     458118106    2        213     SH         DEFINED      01       213        0     0
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            INTEL CORP                  COM      458140100  51953    1993600   SH         DEFINED      02     1993600      0     0
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            INTEL CORP                  COM      458140100  69751    2676546   SH         DEFINED      09     2676546      0     0
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            INTEL CORP                  COM      458140100   8462    324700    SH         DEFINED      21      324700      0     0
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            INTEL CORP                  COM      458140100  15913    610864    SH         DEFINED      01      609439      0    1425
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       INTERLINE BRANDS INC             COM      458743101   954      48200    SH         DEFINED      01      48200       0     0
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       INTERLINE BRANDS INC             COM      458743101  31642    1598100   SH         DEFINED      09     1598100      0     0
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   INTERNATIONAL BUSINESS MACHS         COM      459200101   6267     84465    SH         DEFINED      01      84465       0     0
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   INTERNATIONAL BUSINESS MACHS         COM      459200101  27128    365600    SH         DEFINED      02      365600      0     0
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   INTERNATIONAL BUSINESS MACHS         COM      459200101  46135    621768    SH         DEFINED      09      621768      0     0
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   INTERNATIONAL BUSINESS MACHS         COM      459200101   5417     73000    SH         DEFINED      21      73000       0     0
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     INTERPUBLIC GROUP COS INC          COM      460690100   7647    627800    SH         DEFINED      01      627800      0     0
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     INTERPUBLIC GROUP COS INC          COM      460690100  36719    3014700   SH         DEFINED      02     3014700      0     0
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     INTERPUBLIC GROUP COS INC          COM      460690100  40077    3290400   SH         DEFINED      09     3290400      0     0
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     INTERPUBLIC GROUP COS INC          COM      460690100   3353    289400    SH         DEFINED      21      289400      0     0
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          INTERWOVEN INC              COM NEW    46114T508   438      58200    SH         DEFINED      09      58200       0     0
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            INTRADO INC                 COM      46117A100   853      57037    SH         DEFINED      01      57037       0     0
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            INTRADO INC                 COM      46117A100  11175    746982    SH         DEFINED      09      746982      0     0
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              INTUIT                    COM      461202103   695      15400    SH         DEFINED      09      15400       0     0
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          INTUIT INC COM              COMMON     461202103    4        84      SH         DEFINED      01        84        0     0
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           IRON MTN INC                 COM      462846106   8980    289500    SH         DEFINED      09      289500      0     0
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            ISHARES INC              MSCI UTD    464286699   884      59500    SH         DEFINED      21      59500       0     0
                                       KINGD
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            ISHARES INC             MSCI TAIWAN  464286731   351      29000    SH         DEFINED      21      29000       0     0
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            ISHARES INC             MSCI JAPAN   464286848   4500    443800    SH         DEFINED      21      443800      0     0
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     ISIS PHARMACEUTICALS INC           COM      464330109  15762    4031300   SH         DEFINED      09     4031300      0     0
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         ITT INDS INC IND               COM      450911102   1937     24000    SH         DEFINED      21      24000       0     0
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     J P MORGAN CHASE & CO COM        COMMON     46625H100   2960    83,813    SH         DEFINED      01      83,106      0    707
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         JABIL CIRCUIT INC              COM      466313103   6650    216400    SH         DEFINED      09      216400      0     0
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         JAMDAT MOBILE INC              COM      47023T100   235      8500     SH         DEFINED      01       8500       0     0
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         JAMDAT MOBILE INC              COM      47023T100   4014    145000    SH         DEFINED      09      145000      0     0
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        JANUS CAP GROUP INC             COM      47102X105   1145     76120    SH         DEFINED      21      76120       0     0
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       JEFFERSON PILOT CORP             COM      475070108   1412     28000    SH         DEFINED      02      28000       0     0
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         JOHNSON & JOHNSON              COM      478160104  10611    163240    SH         DEFINED      01      162722      0    518
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         JOHNSON & JOHNSON              COM      478160104   3148     48425    SH         DEFINED      02      48425       0     0
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         JOHNSON & JOHNSON              COM      478160104  67727    1041960   SH         DEFINED      09     1041960      0     0
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         JOHNSON & JOHNSON              COM      478160104   8580    132000    SH         DEFINED      21      132000      0     0
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         JOHNSON CTLS INC               COM      478366107  22774    404300    SH         DEFINED      02      404300      0     0
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         JOHNSON CTLS INC               COM      478366107  29052    515742    SH         DEFINED      09      515742      0     0
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         JOHNSON CTLS INC               COM      478366107   6952    123420    SH         DEFINED      01      123208      0    212
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    JONES APPAREL GROUP INC COM       COMMON     480074103    4        119     SH         DEFINED      01       119        0     0
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       JORGENSEN EARLE M CO             COM      480829100  16100    2000000   SH         DEFINED      09     2000000      0     0
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          JOY GLOBAL INC                COM      481165108   7638    227400    SH         DEFINED      09      227400      0     0
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       JPMORGAN & CHASE & CO            COM      46625H100  11459    324424    SH         DEFINED      01      324424      0     0
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       JPMORGAN & CHASE & CO            COM      46625H100  63442    1796200   SH         DEFINED      02     1796200      0     0
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       JPMORGAN & CHASE & CO            COM      46625H100  75119    2126805   SH         DEFINED      09     2126805      0     0
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       JPMORGAN & CHASE & CO            COM      46625H100   325      9200     SH         DEFINED      21       9200       0     0
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       JUNIPER NETWORKS INC             COM      48203R104   7728    306900    SH         DEFINED      09      306900      0     0
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         JUPITERMEDIA CORP              COM      48207D101   500      29200    SH         DEFINED      01      29200       0     0
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         JUPITERMEDIA CORP              COM      48207D101   785      45800    SH         DEFINED      09      45800       0     0
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          KANBAY INTL INC               COM      48369P207   703      30400    SH         DEFINED      09      30400       0     0
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       KANSAS CITY SOUTHERN           COM NEW    485170302  17306    857600    SH         DEFINED      09      857600      0     0
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              KB HOME                   COM      48666K109   4269     56000    SH         DEFINED      09      56000       0     0
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        KERR MCGEE CORP COM           COMMON     492386107    16       213     SH         DEFINED      01       213        0     0
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           KEYSPAN CORP                 COM      49337W100   835      20508    SH         DEFINED      01      20508       0     0
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           KEYSPAN CORP                 COM      49337W100   819      20122    SH         DEFINED      09      20122       0     0
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        KIMBERLY CLARK CORP             COM      494368103   1571     25100    SH         DEFINED      02      25100       0     0
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        KIMBERLY CLARK CORP             COM      494368103  24973    399000    SH         DEFINED      09      399000      0     0
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      KINDER MORGAN INC KANS            COM      49455P101   4268     51300    SH         DEFINED      02      51300       0     0
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      KINDER MORGAN INC KANS            COM      49455P101  56260    676200    SH         DEFINED      09      676200      0     0
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       KINETIC CONCEPTS INC           COM NEW    49460W208   5034     83900    SH         DEFINED      09      83900       0     0
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   KING PHARMACEUTICALS INC COM       COMMON     495582108    3        256     SH         DEFINED      01       256        0     0
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          KLA-TENCOR CORP               COM      482480100   1953     44700    SH         DEFINED      01      44700       0     0
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          KLA-TENCOR CORP               COM      482480100   2229     51000    SH         DEFINED      02      51000       0     0
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          KLA-TENCOR CORP               COM      482480100  42526    973132    SH         DEFINED      09      973132      0     0
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          KLA-TENCOR CORP               COM      482480100   3692     90200    SH         DEFINED      21      90200       0     0
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         KNIGHT TRANSN INC              COM      499064103   5117    210300    SH         DEFINED      09      210300      0     0
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            KOHLS CORP                  COM      500255104  56413    1009000   SH         DEFINED      09     1009000      0     0
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             KOMAG INC                COM NEW    500453204   2803     98800    SH         DEFINED      01      98800       0     0
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             KOMAG INC                COM NEW    500453204  53809    1896700   SH         DEFINED      09     1896700      0     0
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        KOREA ELECTRIC PWR         SPONSORED ADR 500631106   1229     78400    SH         DEFINED      01      78400       0     0
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       KOSAN BIOSCIENCES INC            COM      50064W107   6307    1194500   SH         DEFINED      09     1194500      0     0
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          KRAFT FOODS INC              CL A      50075N104   4094    128700    SH         DEFINED      09      128700      0     0
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             KROGER CO                  COM      501044101   2013    105800    SH         DEFINED      01      105800      0     0
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             KROGER CO                  COM      501044101   2386    125400    SH         DEFINED      02      125400      0     0
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             KROGER CO                  COM      501044101  36717    1929409   SH         DEFINED      09     1929409      0     0
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            KYPHON INC                  COM      501577100   2525     72574    SH         DEFINED      01      72574       0     0
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            KYPHON INC                  COM      501577100  63329    1820334   SH         DEFINED      09     1820334      0     0
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   L-3 COMMUNICATIONS HLDGS INC         COM      502424104   5736     74900    SH         DEFINED      09      74900       0     0
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  L-3 COMMUNICATIONS HLDGS INCCO      COMMON     502424104    9        119     SH         DEFINED      01       119        0     0
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           LA Z BOY INC                 COM      505336107   739      50700    SH         DEFINED      02      50700       0     0
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  LABORATORY CORP AMER HLDGS COM      COMMON     50540R409    8        152     SH         DEFINED      01       152        0     0
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        LABRANCHE & CO INC              COM      505447102  18095    2872300   SH         DEFINED      09     2872300      0     0
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     LAFARGE NORTH AMERICA COM        COMMON     505862102    8        127     SH         DEFINED      01       127        0     0
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         LAM RESEARCH CORP              COM      512807108   998      34500    SH         DEFINED      01      34500       0     0
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         LAM RESEARCH CORP              COM      512807108   1181     40800    SH         DEFINED      02      40800       0     0
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         LAM RESEARCH CORP              COM      512807108  26344    910300    SH         DEFINED      09      910300      0     0
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       LAMAR ADVERTISING CO            CL A      512815101   1185     27700    SH         DEFINED      01      27700       0     0
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       LAMAR ADVERTISING CO            CL A      512815101  45407    1061650   SH         DEFINED      09     1061650      0     0
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       LANCASTER COLONY CORP            COM      513847103   1086     25300    SH         DEFINED      09      25300       0     0
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         LANDSTAR SYS INC               COM      515098101   771      25600    SH         DEFINED      01      25600       0     0
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         LANDSTAR SYS INC               COM      515098101   1193     39600    SH         DEFINED      09      39600       0     0
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            LECROY CORP                 COM      52324W109   2750    200000    SH         DEFINED      09      200000      0     0
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          LEGG MASON INC                COM      524901105   9412     90400    SH         DEFINED      09      90400       0     0
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       LEHMAN BROS HLDGS INC            COM      524908100   1787     18000    SH         DEFINED      01      18000       0     0
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       LEHMAN BROS HLDGS INC            COM      524908100   2115     21300    SH         DEFINED      02      21300       0     0
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       LEHMAN BROS HLDGS INC            COM      524908100  32507    327431    SH         DEFINED      09      327431      0     0
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            LENNAR CORP                CL A      526057104   4169     65700    SH         DEFINED      09      65700       0     0
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          LENNAR CORP COM             COMMON     526057104    6        99      SH         DEFINED      01        99        0     0
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         LEXMARK INTL NEW              CL A      529771107    91      1400     SH         DEFINED      01       1400       0     0
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         LEXMARK INTL NEW              CL A      529771107   1290     19900    SH         DEFINED      09      19900       0     0
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         LEXMARK INTL NEW              CL A      529771107   1141     17600    SH         DEFINED      21      17600       0     0
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          LIBERTY PPTY TR           SH BEN INT   531172104   892      20122    SH         DEFINED      09      20122       0     0
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          LIBERTY PPTY TR           SH BEN INT   531172104  20902    471730    SH         DEFINED      01      456578     746  14406
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      LIFEPOINT HOSPITALS INC           COM      53219L109   6194    122600    SH         DEFINED      09      122600      0     0
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          LILLY ELI & CO                COM      532457108   223      4000     SH         DEFINED      01       4000       0     0
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        LIMITED BRANDS INC              COM      532716107   4289    200211    SH         DEFINED      02      200211      0     0
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        LIMITED BRANDS INC              COM      532716107   9540    445395    SH         DEFINED      09      445395      0     0
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      LINEAR TECHNOLOGY CORP            COM      535678106   5790    157800    SH         DEFINED      09      157800      0     0
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       LLOYDS TSB GROUP PLC        SPONSORED ADR 539439109   6861    201500    SH         DEFINED      02      201500      0     0
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       LLOYDS TSB GROUP PLC        SPONSORED ADR 539439109   6190    181800    SH         DEFINED      09      181800      0     0
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       LOCKHEED MARTIN CORP             COM      539830109   830      12800    SH         DEFINED      02      12800       0     0
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       LOCKHEED MARTIN CORP             COM      539830109  12864    198300    SH         DEFINED      09      198300      0     0
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       LOCKHEED MARTIN CORP             COM      539830109   1838     28327    SH         DEFINED      01      28296       0     31
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        LODGENET ENTMT CORP             COM      540211109   1476     88971    SH         DEFINED      01      88971       0     0
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        LODGENET ENTMT CORP             COM      540211109  11318    682200    SH         DEFINED      09      682200      0     0
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            LOEWS CORP              CAROLNA GP   540424207   8160    244900    SH         DEFINED      02      244900      0     0
                                        STK
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            LOEWS CORP              CAROLNA GP   540424207  10060    301922    SH         DEFINED      09      301922      0     0
                                        STK
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            LOEWS CORP              CAROLNA GP   540424207  29238    877501    SH         DEFINED      01      850253    1430  25818
                                        STK
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           LOWES COS INC                COM      548661107   2049     35200    SH         DEFINED      21      35200       0     0
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           LOWES COS INC                COM      548661107   124      2134     SH         DEFINED      01       2134       0     0
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             LTX CORP                   COM      502392103   399      80500    SH         DEFINED      09      80500       0     0
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   M SYS FLASH DISK PIONEERS LT         ORD      M7061C100   1158     60400    SH         DEFINED      01      60400       0     0
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   M SYS FLASH DISK PIONEERS LT         ORD      M7061C100  34619    1805900   SH         DEFINED      09     1805900      0     0
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  M/I SCHOTTENSTEIN HOMES INC CO      COMMON     55305B101    3        61      SH         DEFINED      01        61        0     0
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      MACK CALI RLTY CORP COM         COMMON     554489104  19609    432,866   SH         DEFINED      01     420,649     733  11484
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          MACROMEDIA INC                COM      556100105  18284    478400    SH         DEFINED      09      478400      0     0
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     MAGELLAN HEALTH SVCS INC         COM NEW    559079207   1674     47400    SH         DEFINED      01      47400       0     0
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     MAGELLAN HEALTH SVCS INC         COM NEW    559079207   2535     71800    SH         DEFINED      09      71800       0     0
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      MAGMA DESIGN AUTOMATION           COM      559181102   1365    163240    SH         DEFINED      01      163240      0     0
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      MAGMA DESIGN AUTOMATION           COM      559181102  41636    4980402   SH         DEFINED      09     4980402      0     0
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         MAGNA ENTMT CORP              NOTE      559211AC1   412     425000    PRN        DEFINED      01      425000      0     0
                                    7.250%12/1
------------------------------------------------------------------------------------------------------------------------------------
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         MAGNA ENTMT CORP              NOTE      559211AC1   5165    5325000   PRN        DEFINED      02     5325000      0     0
                                    7.250%12/1
------------------------------------------------------------------------------------------------------------------------------------
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        MAGYAR TELEKOM LTD         SPONSORED ADR 559776109   379      17700    SH         DEFINED      01      17700       0     0
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        MAGYAR TELEKOM LTD         SPONSORED ADR 559776109   5211    243500    SH         DEFINED      02      243500      0     0
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        MANOR CARE INC NEW              COM      564055101   7000    176200    SH         DEFINED      09      176200      0     0
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         MARATHON OIL CORP              COM      565849106  16575    310573    SH         DEFINED      09      310573      0     0
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         MARATHON OIL CORP              COM      565849106  23954    448820    SH         DEFINED      01      436660     591  11569
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            MARKEL CORP                 COM      570535104  36171    106700    SH         DEFINED      09      106700      0     0
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       MARRIOTT INTL INC NEW           CL A      571903202   1153     16900    SH         DEFINED      02      16900       0     0
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       MARRIOTT INTL INC NEW           CL A      571903202  23543    345100    SH         DEFINED      09      345100      0     0
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       MARRIOTT INTL INC NEW           CL A      571903202   1255     18400    SH         DEFINED      21      18400       0     0
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       MARRIOTT INTL INC NEW           CL A      571903202   1097     16082    SH         DEFINED      01      16082       0     0
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     MARSH & MCLENNAN COS INC           COM      571748102    89      3200     SH         DEFINED      01       3200       0     0
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     MARSH & MCLENNAN COS INC           COM      571748102   139      5000     SH         DEFINED      02       5000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            MASCO CORP                  COM      574599106  28705    903800    SH         DEFINED      09      903800      0     0
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            MASCO CORP                  COM      574599106   4362    137334    SH         DEFINED      01      136972      0    362
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            MASTEC INC                  COM      576323109   900     102300    SH         DEFINED      01      102300      0     0
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            MASTEC INC                  COM      576323109   1314    149300    SH         DEFINED      09      149300      0     0
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            MATTEL INC                  COM      577081102   5891    321900    SH         DEFINED      01      321900      0     0
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            MATTEL INC                  COM      577081102  37213    2033500   SH         DEFINED      02     2033500      0     0
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            MATTEL INC                  COM      577081102  23876    1304700   SH         DEFINED      09     1304700      0     0
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      MAVERICK TUBE CORP COM          COMMON     577914104    5        157     SH         DEFINED      01       157        0     0
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    MAXIM INTEGRATED PRODS INC          COM      57772K101   1135     29700    SH         DEFINED      01      29700       0     0
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    MAXIM INTEGRATED PRODS INC          COM      57772K101   1345     35200    SH         DEFINED      02      35200       0     0
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    MAXIM INTEGRATED PRODS INC          COM      57772K101  25910    678100    SH         DEFINED      09      678100      0     0
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    MAXIM INTEGRATED PRODS INC          COM      57772K101   4841    134800    SH         DEFINED      21      134800      0     0
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            MAXTOR CORP               COM NEW    577729205   3865    743200    SH         DEFINED      01      743200      0     0
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            MAXTOR CORP               COM NEW    577729205   6069    1167100   SH         DEFINED      09     1167100      0     0
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        MAY DEPT STORES CO              COM      577778103   5904    147000    SH         DEFINED      02      147000      0     0
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             MBIA INC                   COM      55262C100   4069     68600    SH         DEFINED      01      68600       0     0
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             MBIA INC                   COM      55262C100  45135    761000    SH         DEFINED      02      761000      0     0
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             MBIA INC                   COM      55262C100   492      8300     SH         DEFINED      09       8300       0     0
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             MBNA CORP                  COM      55262L100  14425    551400    SH         DEFINED      01      551400      0     0
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             MBNA CORP                  COM      55262L100  62007    2370300   SH         DEFINED      02     2370300      0     0
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             MBNA CORP                  COM      55262L100  104028   3976600   SH         DEFINED      09     3976600      0     0
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            MCAFEE INC                  COM      579064106   5202    198700    SH         DEFINED      09      198700      0     0
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          MCDONALDS CORP                COM      580135101  14975    539641    SH         DEFINED      01      538789      0    852
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          MCDONALDS CORP                COM      580135101  60600    2183800   SH         DEFINED      02     2183800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          MCDONALDS CORP                COM      580135101  101409   3654390   SH         DEFINED      09     3654390      0     0
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          MCDONALDS CORP                COM      580135101   3000    116000    SH         DEFINED      21      116000      0     0
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           MCKESSON CORP                COM      58155Q103  62074    1385900   SH         DEFINED      02     1385900      0     0
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           MCKESSON CORP                COM      58155Q103  55343    1235600   SH         DEFINED      09     1235600      0     0
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           MCKESSON CORP                COM      58155Q103   3551     84100    SH         DEFINED      21      84100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           MCKESSON CORP                COM      58155Q103  13893    310188    SH         DEFINED      01      309810      0    378
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      MDU RESOURCES GROUP INC         COMMON     552690109    1        34      SH         DEFINED      01        34        0     0
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          MEDAREX INC COM             COMMON     583916101    8        955     SH         DEFINED      01       955        0     0
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    MEDCO HEALTH SOLUTIONS INC          COM      58405U102   3762     70500    SH         DEFINED      09      70500       0     0
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           MEDICINES CO                 COM      584688105   812      34700    SH         DEFINED      01      34700       0     0
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           MEDICINES CO                 COM      584688105   1174     50200    SH         DEFINED      09      50200       0     0
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           MEDIMMUNE INC                COM      584699102    88      3300     SH         DEFINED      01       3300       0     0
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           MEDIMMUNE INC                COM      584699102   262      9800     SH         DEFINED      21       9800       0     0
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           MEDTRONIC INC                COM      585055106   3180     61400    SH         DEFINED      02      61400       0     0
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           MEDTRONIC INC                COM      585055106  50061    966616    SH         DEFINED      09      966616      0     0
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           MEDTRONIC INC                COM      585055106   5897    123900    SH         DEFINED      21      123900      0     0
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           MEDTRONIC INC                COM      585055106   2980     57546    SH         DEFINED      01      57546       0     0
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         MELLON FINL CORP               COM      58551A108   2556     89100    SH         DEFINED      02      89100       0     0
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         MELLON FINL CORP               COM      58551A108   532      18545    SH         DEFINED      09      18545       0     0
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         MELLON FINL CORP               COM      58551A108  11920    415473    SH         DEFINED      01      404180     708  10585
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       MEMC ELECTR MATLS INC            COM      552715104   4061    257500    SH         DEFINED      01      257500      0     0
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       MEMC ELECTR MATLS INC            COM      552715104  101163   6414900   SH         DEFINED      09     6414900      0     0
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        MENS WEARHOUSE INC              COM      587118100   5037    146300    SH         DEFINED      09      146300      0     0
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     MENTOR GRAPHICS CORP COM         COMMON     587200106    5        521     SH         DEFINED      01       521        0     0
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          MERCK & CO INC                COM      589331107   1121     36400    SH         DEFINED      01      36400       0     0
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          MERCK & CO INC                COM      589331107   3770    122400    SH         DEFINED      02      122400      0     0
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          MERCK & CO INC                COM      589331107  35968    1167783   SH         DEFINED      09     1167783      0     0
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       MERCURY GENL CORP NEW            COM      589400100   572      10500    SH         DEFINED      01      10500       0     0
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       MERCURY GENL CORP NEW            COM      589400100   889      16300    SH         DEFINED      09      16300       0     0
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      MERRILL LYNCH & CO INC            COM      590188108  10683    194200    SH         DEFINED      01      194200      0     0
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      MERRILL LYNCH & CO INC            COM      590188108  31911    580100    SH         DEFINED      02      580100      0     0
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      MERRILL LYNCH & CO INC            COM      590188108  75672    1375600   SH         DEFINED      09     1375600      0     0
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         METHANEX CORP COM            COMMON     59151K108    4        216     SH         DEFINED      01       216        0     0
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            METLIFE INC                 COM      59156R108   2624     58400    SH         DEFINED      01      58400       0     0
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            METLIFE INC                 COM      59156R108  29656    659900    SH         DEFINED      02      659900      0     0
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            METLIFE INC                 COM      59156R108   328      7300     SH         DEFINED      09       7300       0     0
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            MGM MIRAGE                  COM      552953101   6400    161700    SH         DEFINED      09      161700      0     0
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            MGM MIRAGE                  COM      552953101   1045     26400    SH         DEFINED      21      26400       0     0
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            MGM MIRAGE                  COM      552953101    94      2372     SH         DEFINED      01       2372       0     0
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        MICHAELS STORES INC             COM      594087108   5697    137700    SH         DEFINED      09      137700      0     0
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          MICROSEMI CORP                COM      595137100   2694    143300    SH         DEFINED      01      143300      0     0
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          MICROSEMI CORP                COM      595137100  34297    1824300   SH         DEFINED      09     1824300      0     0
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          MICROSOFT CORP                COM      594918104  35129    1414200   SH         DEFINED      02     1414200      0     0
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          MICROSOFT CORP                COM      594918104  135565   5457509   SH         DEFINED      09     5457509      0     0
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          MICROSOFT CORP                COM      594918104   8016    322700    SH         DEFINED      21      322700      0     0
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          MICROSOFT CORP                COM      594918104  14407    579991    SH         DEFINED      01      578827      0    1164
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         MILLER HERMAN INC              COM      600544100   783      25400    SH         DEFINED      21      25400       0     0
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    MILLICOM INTL CELLULAR S A        SHS NEW    L6388F110   3088    168400    SH         DEFINED      21      168400      0     0
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            MILLS CORP                  COM      601148109   3994     65700    SH         DEFINED      09      65700       0     0
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        MKS INSTRUMENT INC              COM      55306N104   872      51600    SH         DEFINED      01      51600       0     0
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        MKS INSTRUMENT INC              COM      55306N104   1307     77400    SH         DEFINED      09      77400       0     0
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     MOBILITY ELECTRONICS INC           COM      60741U101   1130    123500    SH         DEFINED      01      123500      0     0
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     MOBILITY ELECTRONICS INC           COM      60741U101   9997    1092600   SH         DEFINED      09     1092600      0     0
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      MONRO MUFFLER BRAKE INC           COM      610236101   5770    195531    SH         DEFINED      01      195531      0     0
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      MONRO MUFFLER BRAKE INC           COM      610236101   9104    308498    SH         DEFINED      09      308498      0     0
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          MONSANTO CO NEW               COM      61166W101   8104    128900    SH         DEFINED      09      128900      0     0
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       MONSTER WORLDWIDE INC            COM      611742107   1562     54460    SH         DEFINED      01      54460       0     0
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       MONSTER WORLDWIDE INC            COM      611742107   2020     70426    SH         DEFINED      09      70426       0     0
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            MOODYS CORP                 COM      615369105   5737    127600    SH         DEFINED      09      127600      0     0
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          MORGAN STANLEY              COM NEW    617446448  88900    1694300   SH         DEFINED      02     1694300      0     0
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          MORGAN STANLEY              COM NEW    617446448  103291   1968582   SH         DEFINED      09     1968582      0     0
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          MORGAN STANLEY              COM NEW    617446448   6862    139895    SH         DEFINED      21      139895      0     0
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          MORGAN STANLEY              COM NEW    617446448  19174    365421    SH         DEFINED      01      364965      0    456
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            MOTIVE INC                  COM      61980V107   1220    122900    SH         DEFINED      01      122900      0     0
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            MOTIVE INC                  COM      61980V107   1736    174800    SH         DEFINED      09      174800      0     0
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           MOTOROLA INC                 COM      620076109  32112    1758575   SH         DEFINED      02     1758575      0     0
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           MOTOROLA INC                 COM      620076109  16461    901500    SH         DEFINED      09      901500      0     0
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           MOTOROLA INC                 COM      620076109   5983    345900    SH         DEFINED      21      345900      0     0
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           MOTOROLA INC                 COM      620076109   6518    356974    SH         DEFINED      01      356974      0     0
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       NABORS INDUSTRIES LTD            SHS      G6359F103  43786    722300    SH         DEFINED      09      722300      0     0
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        NATIONAL CITY CORP              COM      635405103   1214     35576    SH         DEFINED      09      35576       0     0
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     NATIONAL FUEL GAS CO N J           COM      636180101   575      19900    SH         DEFINED      01      19900       0     0
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     NATIONAL GRID TRANSCO PLC     SPONSORED ADR 636274102   7355    150800    SH         DEFINED      09      150800      0     0
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     NATIONWIDE FINL SVCS INC          CL A      638612101   5801    152900    SH         DEFINED      01      152900      0     0
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     NATIONWIDE FINL SVCS INC          CL A      638612101  33592    885400    SH         DEFINED      02      885400      0     0
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     NATIONWIDE FINL SVCS INC          CL A      638612101  29225    770300    SH         DEFINED      09      770300      0     0
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    NATIONWIDE HEALTH PPTYS INC         COM      638620104   451      19107    SH         DEFINED      09      19107       0     0
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    NATIONWIDE HEALTH PPTYS INC         COM      638620104  14215    602074    SH         DEFINED      01      587809    1102  13163
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            NAVTEQ CORP                 COM      63936L100   1703     45800    SH         DEFINED      01      45800       0     0
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            NAVTEQ CORP                 COM      63936L100  84789    2280500   SH         DEFINED      09     2280500      0     0
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           NBTY INC COM               COMMON     628782104    5        211     SH         DEFINED      01       211        0     0
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           NCR CORP NEW                 COM      62886E108   4302    122500    SH         DEFINED      09      122500      0     0
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        NEKTAR THERAPEUTICS             COM      640268108   1209     71800    SH         DEFINED      01      71800       0     0
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        NEKTAR THERAPEUTICS             COM      640268108  25112    1491200   SH         DEFINED      09     1491200      0     0
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            NETIQ CORP                  COM      64115P102  10929    962900    SH         DEFINED      09      962900      0     0
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           NEUROCHEM INC                COM      64125K101   2225    221400    SH         DEFINED      01      221400      0     0
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           NEUROCHEM INC                COM      64125K101  10528    1047600   SH         DEFINED      09     1047600      0     0
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    NEUROCRINE BIOSCIENCES INC          COM      64125C109   4235    100700    SH         DEFINED      09      100700      0     0
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          NEUROMETRIX INC               COM      641255104    68      3400     SH         DEFINED      01       3400       0     0
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          NEUROMETRIX INC               COM      641255104   1407     70245    SH         DEFINED      09      70245       0     0
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         NEW YORK & CO INC              COM      649295102   3471    164800    SH         DEFINED      01      164800      0     0
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         NEW YORK & CO INC              COM      649295102  26247    1246300   SH         DEFINED      09     1246300      0     0
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    NEW YORK CMNTY BANCORP INC          COM      649445103  27997    1545100   SH         DEFINED      02     1545100      0     0
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    NEW YORK CMNTY BANCORP INC          COM      649445103   796      43950    SH         DEFINED      09      43950       0     0
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    NEW YORK CMNTY BANCORP INC          COM      649445103  23731    1309671   SH         DEFINED      01     1271001    1852  36818
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       NEWELL RUBBERMAID INC            COM      651229106   5090    213500    SH         DEFINED      02      213500      0     0
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       NEWELL RUBBERMAID INC            COM      651229106  10871    456000    SH         DEFINED      09      456000      0     0
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        NEWMONT MINING CORP             COM      651639106  32617    835700    SH         DEFINED      09      835700      0     0
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        NEWMONT MINING CORP             COM      651639106   2233     57200    SH         DEFINED      21      57200       0     0
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        NEWMONT MINING CORP             COM      651639106   189      4832     SH         DEFINED      01       4832       0     0
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         NEWPORT CORP COM             COMMON     651824104    2        172     SH         DEFINED      01       172        0     0
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             NEWS CORP                 CL A      65248E104  29478    1821900   SH         DEFINED      02     1821900      0     0
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             NEWS CORP                 CL A      65248E104  16581    1024800   SH         DEFINED      09     1024800      0     0
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             NEWS CORP                 CL A      65248E104   2136    132000    SH         DEFINED      21      132000      0     0
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             NEWS CORP                 CL A      65248E104   7250    448091    SH         DEFINED      01      448091      0     0
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             NEWS CORP                 CL B      65248E203   143      8505     SH         DEFINED      01       8505       0     0
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             NEWS CORP                 CL B      65248E203   6011    371546    SH         DEFINED      21      371546      0     0
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     NEXTEL COMMUNICATIONS INC      NOTE 5.250%  65332VAY9   5013    5000000   PRN        DEFINED      01     5000000      0     0
                                        1/1
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              NIC INC                   COM      62914B100   858     185792    SH         DEFINED      01      185792      0     0
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              NIC INC                   COM      62914B100  15692    3396542   SH         DEFINED      09     3396542      0     0
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             NICOR INC                  COM      654086107   481      11691    SH         DEFINED      09      11691       0     0
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             NICOR INC                  COM      654086107  20585    499994    SH         DEFINED      01      487480     863  11651
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           NII HLDGS INC             CL B NEW    62913F201   7922    123900    SH         DEFINED      09      123900      0     0
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             NIKE INC                  CL B      654106103   2304     26600    SH         DEFINED      01      26600       0     0
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             NIKE INC                  CL B      654106103   2511     29000    SH         DEFINED      02      29000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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             NIKE INC                  CL B      654106103  39030    450688    SH         DEFINED      09      450688      0     0
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             NIKE INC                  CL B      654106103   2598     30000    SH         DEFINED      21      30000       0     0
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             NIKU CORP                COM NEW    654113703   2525    121800    SH         DEFINED      01      121800      0     0
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             NIKU CORP                COM NEW    654113703   3986    192300    SH         DEFINED      09      192300      0     0
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           NISOURCE INC                 COM      65473P105  37745    1526300   SH         DEFINED      02     1526300      0     0
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           NISOURCE INC                 COM      65473P105  41734    1687574   SH         DEFINED      09     1687574      0     0
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           NISOURCE INC                 COM      65473P105   1386     67800    SH         DEFINED      21      67800       0     0
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           NISOURCE INC                 COM      65473P105  30986    1252972   SH         DEFINED      01     1228075    1342  23555
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           NISSAN MOTORS           SPONSORED ADR 654744408   443      22300    SH         DEFINED      02      22300       0     0
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           NISSAN MOTORS           SPONSORED ADR 654744408   6503    327100    SH         DEFINED      09      327100      0     0
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            NMT MED INC                 COM      629294109  11177    1117700   SH         DEFINED      09     1117700      0     0
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         NOBLE CORPORATION              SHS      G65422100  12400    201600    SH         DEFINED      09      201600      0     0
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         NOBLE ENERGY INC               COM      655044105   6150     81300    SH         DEFINED      09      81300       0     0
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       NOBLE ENERGY INC COM           COMMON     655044105    7        97      SH         DEFINED      01        97        0     0
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            NOKIA CORP             SPONSORED ADR 654902204   1809    108700    SH         DEFINED      02      108700      0     0
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            NOKIA CORP             SPONSORED ADR 654902204   8415    505700    SH         DEFINED      09      505700      0     0
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           NORDSTROM INC                COM      655664100   1264     18600    SH         DEFINED      02      18600       0     0
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           NORDSTROM INC                COM      655664100  25217    371000    SH         DEFINED      09      371000      0     0
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           NORDSTROM INC                COM      655664100   1672     24600    SH         DEFINED      21      24600       0     0
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           NORDSTROM INC                COM      655664100   1078     15910    SH         DEFINED      01      15910       0     0
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          NORSK HYDRO A S          SPONSORED ADR 656531605   2722     30000    SH         DEFINED      02      30000       0     0
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          NORSK HYDRO A S          SPONSORED ADR 656531605   3420     37700    SH         DEFINED      09      37700       0     0
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          NORTHEAST UTILS               COM      664397106   438      21000    SH         DEFINED      01      21000       0     0
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          NORTHEAST UTILS               COM      664397106   1229     58900    SH         DEFINED      02      58900       0     0
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          NORTHEAST UTILS               COM      664397106   7777    372800    SH         DEFINED      09      372800      0     0
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        NORTHFIELD LABS INC             COM      666135108   570      39800    SH         DEFINED      01      39800       0     0
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        NORTHFIELD LABS INC             COM      666135108  13151    919000    SH         DEFINED      09      919000      0     0
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       NORTHROP GRUMMAN CORP            COM      666807102   6392    115690    SH         DEFINED      01      115690      0     0
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       NORTHROP GRUMMAN CORP            COM      666807102  32894    595368    SH         DEFINED      02      595368      0     0
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       NORTHROP GRUMMAN CORP            COM      666807102  23133    418690    SH         DEFINED      09      418690      0     0
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           NOVARTIS A G            SPONSORED ADR 66987V109   1010     21300    SH         DEFINED      09      21300       0     0
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         NOVELLUS SYS INC               COM      670008101   5142    208100    SH         DEFINED      09      208100      0     0
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               NSTAR                    COM      67019E107   1135     36800    SH         DEFINED      01      36800       0     0
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            NTL INC DEL                 COM      62940M104   189      2765     SH         DEFINED      01       2765       0     0
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            NTL INC DEL                 COM      62940M104   3012     44017    SH         DEFINED      02      44017       0     0
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            NTL INC DEL                 COM      62940M104   2022     32200    SH         DEFINED      21      32200       0     0
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             NUCO2 INC                  COM      629428103   4148    161600    SH         DEFINED      01      161600      0     0
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             NUCO2 INC                  COM      629428103  38816    1512100   SH         DEFINED      09     1512100      0     0
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         NUVEEN INVTS INC              CL A      67090F106  110076   2926000   SH         DEFINED      09     2926000      0     0
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       OCEANEERING INTL INC             COM      675232102   7788    201500    SH         DEFINED      09      201500      0     0
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          OGE ENERGY CORP               COM      670837103   743      25660    SH         DEFINED      09      25660       0     0
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          OGE ENERGY CORP               COM      670837103  19925    688495    SH         DEFINED      01      660041     848  27606
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         OIL STS INTL INC               COM      678026105   2535    100700    SH         DEFINED      09      100700      0     0
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           OMNICELL INC                 COM      68213N109   2608    296400    SH         DEFINED      09      296400      0     0
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  OMNIVISION TECHNOLOGIES INC CO      COMMON     682128103    2        175     SH         DEFINED      01       175        0     0
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       ON SEMICONDUCTOR CORP            COM      682189105   5553    1207200   SH         DEFINED      09     1207200      0     0
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           ONEOK INC NEW                COM      682680103   836      25600    SH         DEFINED      02      25600       0     0
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          ONLINE RES CORP               COM      68273G101   3061    270659    SH         DEFINED      01      270659      0     0
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          ONLINE RES CORP               COM      68273G101  24918    2203159   SH         DEFINED      09     2203159      0     0
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             ONVIA INC                COM NEW    68338T403   819     166100    SH         DEFINED      01      166100      0     0
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             ONVIA INC                COM NEW    68338T403   1314    266600    SH         DEFINED      09      266600      0     0
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     ONYX PHARMACEUTICALS INC           COM      683399109   4817    201700    SH         DEFINED      09      201700      0     0
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        OPTION CARE INC COM           COMMON     683948103    2        124     SH         DEFINED      01       124        0     0
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            ORACLE CORP                 COM      68389X105   3527    267200    SH         DEFINED      02      267200      0     0
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            ORACLE CORP                 COM      68389X105  82919    6281741   SH         DEFINED      09     6281741      0     0
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            ORACLE CORP                 COM      68389X105   5329    425400    SH         DEFINED      21      425400      0     0
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            ORACLE CORP                 COM      68389X105   4429    335501    SH         DEFINED      01      334632      0    869
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     ORCKIT COMMUNICATIONS LTD        SHS NEW    M7531S206   2381     90000    SH         DEFINED      01      90000       0     0
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     ORCKIT COMMUNICATIONS LTD        SHS NEW    M7531S206   3755    141900    SH         DEFINED      09      141900      0     0
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     ORIENT-EXPRESS HOTELS LTD         CL A      G67743107   1672     52793    SH         DEFINED      01      52793       0     0
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     ORIENT-EXPRESS HOTELS LTD         CL A      G67743107  34378    1085506   SH         DEFINED      09     1085506      0     0
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         ORTHOFIX INTL N V              COM      N6748L102  11017    255981    SH         DEFINED      09      255981      0     0
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         ORTHOFIX INTL N V              COM      N6748L102   6973    162022    SH         DEFINED      01      162022      0     0
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      OSHKOSH TRUCK CORP COM          COMMON     688239201    7        87      SH         DEFINED      01        87        0     0
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           OVERNITE CORP                COM      690322102   1277     29700    SH         DEFINED      01      29700       0     0
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           OVERNITE CORP                COM      690322102  20463    476100    SH         DEFINED      09      476100      0     0
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   OVERSEAS SHIPHOLDING GROUP I         COM      690368105   3716     62300    SH         DEFINED      09      62300       0     0
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   P T TELEKOMUNIKASI INDONESIA    SPONSORED ADR 715684106   419      20100    SH         DEFINED      09      20100       0     0
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     PACIFICARE HEALTH SYS DEL          COM      695112102   7381    103300    SH         DEFINED      09      103300      0     0
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        PACKAGING CORP AMER             COM      695156109   737      35033    SH         DEFINED      09      35033       0     0
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        PACKAGING CORP AMER             COM      695156109  16752    795825    SH         DEFINED      01      769156    1231  25438
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          PANERA BREAD CO              CL A      69840W108   4389     70700    SH         DEFINED      09      70700       0     0
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  PAR PHARMACEUTICAL COS INC COM      COMMON     69888P106    2        66      SH         DEFINED      01        66        0     0
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     PATTERSON UTI ENERGY INC           COM      703481101   3724    133800    SH         DEFINED      09      133800      0     0
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            PAYCHEX INC                 COM      704326107   683      21000    SH         DEFINED      02      21000       0     0
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            PAYCHEX INC                 COM      704326107  12648    388700    SH         DEFINED      09      388700      0     0
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            PAYCHEX INC                 COM      704326107   2441     75000    SH         DEFINED      21      75000       0     0
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            PAYCHEX INC                 COM      704326107   776      23848    SH         DEFINED      01      23848       0     0
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            PC MALL INC                 COM      69323K100   422      96200    SH         DEFINED      01      96200       0     0
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            PC MALL INC                 COM      69323K100   604     137700    SH         DEFINED      09      137700      0     0
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        PEABODY ENERGY CORP             COM      704549104  33160    637200    SH         DEFINED      09      637200      0     0
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            PEARSON PLC            SPONSORED ADR 705015105   6685    562700    SH         DEFINED      02      562700      0     0
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            PEARSON PLC            SPONSORED ADR 705015105  24938    2099200   SH         DEFINED      09     2099200      0     0
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            PENTAIR INC                 COM      709631105   6349    148300    SH         DEFINED      09      148300      0     0
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    PENWEST PHARMACEUTICALS CO          COM      709754105   1853    156800    SH         DEFINED      01      156800      0     0
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    PENWEST PHARMACEUTICALS CO          COM      709754105   2682    226900    SH         DEFINED      09      226900      0     0
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        PEOPLES ENERGY CORP             COM      711030106   763      17567    SH         DEFINED      09      17567       0     0
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        PEOPLES ENERGY CORP             COM      711030106   8501    195615    SH         DEFINED      01      188149     223   7243
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        PEPCO HOLDINGS INC              COM      713291102  21429    895099    SH         DEFINED      01      857980    1107  36012
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        PEPCO HOLDINGS INC              COM      713291102   775      32358    SH         DEFINED      09      32358       0     0
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            PEPSICO INC                 COM      713448108   4089     75823    SH         DEFINED      01      75428       0    395
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            PEPSICO INC                 COM      713448108   2416     44800    SH         DEFINED      02      44800       0     0
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            PEPSICO INC                 COM      713448108  41221    764342    SH         DEFINED      09      764342      0     0
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            PEPSICO INC                 COM      713448108   1898     35200    SH         DEFINED      21      35200       0     0
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      PERVASIVE SOFTWARE INC            COM      715710109   791     186744    SH         DEFINED      01      186744      0     0
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      PERVASIVE SOFTWARE INC            COM      715710109   1131    266880    SH         DEFINED      09      266880      0     0
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       PETCO ANIMAL SUPPLIES          COM NEW    716016209  13901    474100    SH         DEFINED      01      474100      0     0
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       PETCO ANIMAL SUPPLIES          COM NEW    716016209  75703    2581960   SH         DEFINED      09     2581960      0     0
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   PETROLEO BRASILEIRO SA PETRO    SPONSORED ADR 71654V408   1576     30240    SH         DEFINED      21      30240       0     0
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           PETSMART INC                 COM      716768106   209      6900     SH         DEFINED      01       6900       0     0
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           PETSMART INC                 COM      716768106  248172   8177000   SH         DEFINED      09     8177000      0     0
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           PETSMART INC                 COM      716768106   1068     35200    SH         DEFINED      21      35200       0     0
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            PFIZER INC                  COM      717081103  16020    580869    SH         DEFINED      01      580732      0    137
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            PFIZER INC                  COM      717081103  41111    1490600   SH         DEFINED      02     1490600      0     0
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            PFIZER INC                  COM      717081103  140489   5093861   SH         DEFINED      09     5093861      0     0
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            PFIZER INC                  COM      717081103   4400    166900    SH         DEFINED      21      166900      0     0
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         PHARMACYCLICS INC              COM      716933106  19345    2575900   SH         DEFINED      09     2575900      0     0
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    PHILADELPHIA CONS HLDG CORP         COM      717528103   1629     19224    SH         DEFINED      01      19224       0     0
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    PHILADELPHIA CONS HLDG CORP         COM      717528103  75589    891800    SH         DEFINED      09      891800      0     0
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      PINNACLE WEST CAP CORP            COM      723484101   4761    107100    SH         DEFINED      02      107100      0     0
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      PINNACLE WEST CAP CORP            COM      723484101  14105    317332    SH         DEFINED      09      317332      0     0
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      PINNACLE WEST CAP CORP            COM      723484101  38219    859821    SH         DEFINED      01      837912    1204  20705
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         PITNEY BOWES INC               COM      724479100   3880     89100    SH         DEFINED      01      89100       0     0
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         PITNEY BOWES INC               COM      724479100  18300    420200    SH         DEFINED      09      420200      0     0
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        PIXELWORKS INC COM            COMMON     72581M107    3        375     SH         DEFINED      01       375        0     0
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          PLACER DOME INC               COM      725906101    86      5600     SH         DEFINED      01       5600       0     0
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          PLACER DOME INC               COM      725906101  57306    3726000   SH         DEFINED      09     3726000      0     0
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          PLACER DOME INC               COM      725906101  10744    698600    SH         DEFINED      21      698600      0     0
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  PLATINUM UNDERWRITERS HLDGS CO      COMMON     G7127P100    1        28      SH         DEFINED      01        28        0     0
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         PMI GROUP INC COM            COMMON     69344M101    6        166     SH         DEFINED      01       166        0     0
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      PNC FINL SVCS GROUP INC           COM      693475105  24299    446178    SH         DEFINED      01      432135     714  13329
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      PNC FINL SVCS GROUP INC           COM      693475105   1273     23367    SH         DEFINED      09      23367       0     0
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       POGO PRODUCING CO COM          COMMON     730448107    9        167     SH         DEFINED      01       167        0     0
------------------------------------------------------------------------------------------------------------------------------------
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      POINT THERAPEUTICS INC            COM      730694106   2163    525000    SH         DEFINED      01      525000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      POINT THERAPEUTICS INC            COM      730694106   6157    1494396   SH         DEFINED      09     1494396      0     0
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         PORTALPLAYER INC               COM      736187204  19221    923200    SH         DEFINED      09      923200      0     0
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     PORTUGAL TELECOM SGPS S A     SPONSORED ADR 737273102   183      19100    SH         DEFINED      01      19100       0     0
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               POSCO               SPONSORED ADR 693483109   1007     22900    SH         DEFINED      02      22900       0     0
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               POSCO               SPONSORED ADR 693483109  11397    259200    SH         DEFINED      09      259200      0     0
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       POTASH CORP SASK INC             COM      73755L107   9979    104400    SH         DEFINED      09      104400      0     0
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          POWERDSINE LTD                SHS      M41415106   2206    220600    SH         DEFINED      01      220600      0     0
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          POWERDSINE LTD                SHS      M41415106  15520    1552000   SH         DEFINED      09     1552000      0     0
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           PPG INDS INC                 COM      693506107  27790    442800    SH         DEFINED      02      442800      0     0
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           PPG INDS INC                 COM      693506107  11793    187900    SH         DEFINED      09      187900      0     0
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           PPG INDS INC                 COM      693506107   5302     84474    SH         DEFINED      01      84474       0     0
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             PPL CORP                   COM      69351T106   326      5490     SH         DEFINED      01       5490       0     0
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  PRAECIS PHARMACEUTICALS INC CO      COMMON     739421105    0        636     SH         DEFINED      01       636        0     0
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            PRAXAIR INC                 COM      74005P104   876      18800    SH         DEFINED      01      18800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            PRAXAIR INC                 COM      74005P104   1039     22300    SH         DEFINED      02      22300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            PRAXAIR INC                 COM      74005P104  15951    342300    SH         DEFINED      09      342300      0     0
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     PRECISION CASTPARTS CORP           COM      740189105   5360     68800    SH         DEFINED      09      68800       0     0
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      PRECISION DRILLING CORP           COM      74022D100   1978     50100    SH         DEFINED      21      50100       0     0
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     PRESTIGE BRANDS HLDGS INC          COM      74112D101   920      47200    SH         DEFINED      01      47200       0     0
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     PRESTIGE BRANDS HLDGS INC          COM      74112D101  21134    1083800   SH         DEFINED      09     1083800      0     0
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      PRICE T ROWE GROUP INC            COM      74144T108   4301     68700    SH         DEFINED      09      68700       0     0
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        PROCTER & GAMBLE CO             COM      742718109   1039     19700    SH         DEFINED      02      19700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        PROCTER & GAMBLE CO             COM      742718109  15972    302780    SH         DEFINED      09      302780      0     0
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        PROCTER & GAMBLE CO             COM      742718109   2321     44000    SH         DEFINED      21      44000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        PROCTER & GAMBLE CO             COM      742718109   2554     48410    SH         DEFINED      01      48160       0    250
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   PROGENICS PHARMACEUTICALS IN         COM      743187106   2240    107400    SH         DEFINED      01      107400      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   PROGENICS PHARMACEUTICALS IN         COM      743187106  20021    959800    SH         DEFINED      09      959800      0     0
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        PROGRESS ENERGY INC             COM      743263105   728      16100    SH         DEFINED      02      16100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        PROGRESS ENERGY INC             COM      743263105   7198    159100    SH         DEFINED      09      159100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        PROGRESS ENERGY INC             COM      743263105  25321    559709    SH         DEFINED      01      543542     937  15230
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      PROTEIN DESIGN LABS INC           COM      74369L103   4309    213200    SH         DEFINED      09      213200      0     0
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         PROVIDE COMM INC               COM      74373W103   1429     66200    SH         DEFINED      01      66200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         PROVIDE COMM INC               COM      74373W103   2036     94300    SH         DEFINED      09      94300       0     0
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    PUBLIC SVC ENTERPRISE GROUP         COM      744573106   828      13607    SH         DEFINED      09      13607       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    PUBLIC SVC ENTERPRISE GROUP         COM      744573106  24956    410326    SH         DEFINED      01      399696     723   9907
------------------------------------------------------------------------------------------------------------------------------------
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       PUGET ENERGY INC NEW             COM      745310102   274      11700    SH         DEFINED      01      11700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           QC HLDGS INC                 COM      74729T101   3327    230400    SH         DEFINED      01      230400      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           QC HLDGS INC                 COM      74729T101   5492    380300    SH         DEFINED      09      380300      0     0
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            QLT INC COM               COMMON     746927102    2        189     SH         DEFINED      01       189        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           QUALCOMM INC                 COM      747525103   941      28500    SH         DEFINED      09      28500       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       QUALITY DISTR INC FLA            COM      74756M102   4117    465200    SH         DEFINED      01      465200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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       QUALITY DISTR INC FLA            COM      74756M102   5911    667900    SH         DEFINED      09      667900      0     0
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     QUANTA CAP HLDGS LTD SHS         COMMON     G7313F106    2        389     SH         DEFINED      01       389        0     0
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        QUEBECOR WORLD INC          COM NON-VTG  748203106   952      48400    SH         DEFINED      02      48400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        QUEBECOR WORLD INC          COM NON-VTG  748203106   9364    476300    SH         DEFINED      09      476300      0     0
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       QUEST DIAGNOSTICS INC            COM      74834L100   4230     79400    SH         DEFINED      09      79400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        QUEST SOFTWARE INC              COM      74834T103   1581    116000    SH         DEFINED      01      116000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        QUEST SOFTWARE INC              COM      74834T103  23829    1748300   SH         DEFINED      09     1748300      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     QUICKSILVER RESOURCES INC          COM      74837R104   4430     69300    SH         DEFINED      09      69300       0     0
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     R & G FINANCIAL CORP CL B        COMMON     749136107    2        135     SH         DEFINED      01       135        0     0
------------------------------------------------------------------------------------------------------------------------------------
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       RADIAN GROUP INC COM           COMMON     750236101    10       211     SH         DEFINED      01       211        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           RADVISION LTD                ORD      M81869105   2937    221010    SH         DEFINED      01      221010      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           RADVISION LTD                ORD      M81869105   4062    305630    SH         DEFINED      09      305630      0     0
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     REEBOK INTERNATIONAL LTD         COMMON     758110100    9        204     SH         DEFINED      01       204        0     0
------------------------------------------------------------------------------------------------------------------------------------
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         REGAL ENTMT GROUP             CL A      758766109   217      11500    SH         DEFINED      02      11500       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         REGENCY CTRS CORP              COM      758849103   4027     70400    SH         DEFINED      09      70400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     REGENERON PHARMACEUTICALS          COM      75886F107   799      95200    SH         DEFINED      01      95200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     REGENERON PHARMACEUTICALS          COM      75886F107   1180    140700    SH         DEFINED      09      140700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    REGIONS FINANCIAL CORP NEW          COM      7591EP100   630      18600    SH         DEFINED      02      18600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    RENAISSANCERE HOLDINGS LTD          COM      G7496G103   3230     65600    SH         DEFINED      01      65600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    RENAISSANCERE HOLDINGS LTD          COM      G7496G103  36044    732000    SH         DEFINED      02      732000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    RENAISSANCERE HOLDINGS LTD          COM      G7496G103   384      7800     SH         DEFINED      09       7800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     RENAL CARE GROUP INC COM         COMMON     759930100    6        122     SH         DEFINED      01       122        0     0
------------------------------------------------------------------------------------------------------------------------------------
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      RESEARCH IN MOTION LTD            COM      760975102   125      1700     SH         DEFINED      01       1700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      RESEARCH IN MOTION LTD            COM      760975102   774      10500    SH         DEFINED      09      10500       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      RESEARCH IN MOTION LTD            COM      760975102   1947     26400    SH         DEFINED      21      26400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       REYNOLDS AMERICAN INC            COM      761713106  31035    393841    SH         DEFINED      01      381337     631  11873
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       REYNOLDS AMERICAN INC            COM      761713106   4892     62083    SH         DEFINED      09      62083       0     0
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           RIO TINTO PLC           SPONSORED ADR 767204100   988      8100     SH         DEFINED      02       8100       0     0
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           RIO TINTO PLC           SPONSORED ADR 767204100   6291     51600    SH         DEFINED      09      51600       0     0
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       RITA MED SYS INC DEL             COM      76774E103   1402    438087    SH         DEFINED      09      438087      0     0
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           RITE AID CORP                COM      767754104   746     178500    SH         DEFINED      01      178500      0     0
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           RITE AID CORP                COM      767754104   2589    619300    SH         DEFINED      09      619300      0     0
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          ROHM & HAAS CO                COM      775371107   677      14600    SH         DEFINED      02      14600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          ROHM & HAAS CO                COM      775371107   6349    137000    SH         DEFINED      09      137000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        ROPER INDS INC NEW              COM      776696106   806      11300    SH         DEFINED      01      11300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        ROPER INDS INC NEW              COM      776696106   1170     16400    SH         DEFINED      09      16400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        ROPER INDS INC NEW          NOTE 1.481%  776696AA4   517     1000000   PRN        DEFINED      09     1000000      0     0
                                        1/1
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        ROYAL DUTCH PETE CO         NY REG EUR   780257804   7243    111600    SH         DEFINED      02      111600      0     0
                                        .56
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        ROYAL DUTCH PETE CO         NY REG EUR   780257804  18518    285325    SH         DEFINED      09      285325      0     0
                                        .56
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         RYANAIR HLDGS PLC         SPONSORED ADR 783513104  33930    756700    SH         DEFINED      09      756700      0     0
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           RYDER SYS INC                COM      783549108   2474     67600    SH         DEFINED      01      67600       0     0
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           RYDER SYS INC                COM      783549108  61049    1668000   SH         DEFINED      09     1668000      0     0
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          S1 CORPORATION                COM      78463B101   588     124900    SH         DEFINED      01      124900      0     0
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          S1 CORPORATION                COM      78463B101   7962    1690500   SH         DEFINED      09     1690500      0     0
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            SAFEWAY INC               COM NEW    786514208   2892    128000    SH         DEFINED      01      128000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            SAFEWAY INC               COM NEW    786514208  36155    1600500   SH         DEFINED      02     1600500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            SAFEWAY INC               COM NEW    786514208   395      17500    SH         DEFINED      09      17500       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        SALESFORCE COM INC              COM      79466L302   510      24900    SH         DEFINED      09      24900       0     0
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      SANDERSON FARMS INC COM         COMMON     800013104    7        145     SH         DEFINED      01       145        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           SANDISK CORP                 COM      80004C101   4067    171400    SH         DEFINED      09      171400      0     0
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         SANDISK CORP COM             COMMON     80004C101    5        231     SH         DEFINED      01       231        0     0
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  SANFILIPPO JOHN B & SON INC CO      COMMON     800422107    2        100     SH         DEFINED      01       100        0     0
------------------------------------------------------------------------------------------------------------------------------------
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      SANGAMO BIOSCIENCES INC           COM      800677106   360     100900    SH         DEFINED      09      100900      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           SANTARUS INC                 COM      802817304   413     100800    SH         DEFINED      09      100800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          SANTOS LIMITED           SPONSORED ADR 803021609  20854    606400    SH         DEFINED      09      606400      0     0
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      SAP AKTIENGESELLSCHAFT       SPONSORED ADR 803054204   1394     32200    SH         DEFINED      09      32200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           SARA LEE CORP                COM      803111103   3150    159000    SH         DEFINED      02      159000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           SARA LEE CORP                COM      803111103   6373    321700    SH         DEFINED      09      321700      0     0
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   SATYAM COMPUTER SERVICES LTD         ADR      804098101  13000    500000    SH         DEFINED      09      500000      0     0
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      SBC COMMUNICATIONS INC            COM      78387G103  76211    3208900   SH         DEFINED      02     3208900      0     0
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      SBC COMMUNICATIONS INC            COM      78387G103  125695   5292424   SH         DEFINED      09     5292424      0     0
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      SBC COMMUNICATIONS INC            COM      78387G103  20456    861297    SH         DEFINED      01      859856      0    1441
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          SCANA CORP NEW                COM      80589M102   764      17899    SH         DEFINED      09      17899       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          SCANA CORP NEW                COM      80589M102  20662    483772    SH         DEFINED      01      469964     816  12992
------------------------------------------------------------------------------------------------------------------------------------
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         SCHEIN HENRY INC               COM      806407102   4837    116500    SH         DEFINED      09      116500      0     0
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           SCHERING A G            SPONSORED ADR 806585204   672      10900    SH         DEFINED      09      10900       0     0
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       SCHERING PLOUGH CORP             COM      806605101  50936    2672400   SH         DEFINED      09     2672400      0     0
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         SCHLUMBERGER LTD               COM      806857108   2673     35200    SH         DEFINED      21      35200       0     0
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       SCHOOL SPECIALTY INC         NOTE 3.750%  807863AE5  17963   15130000   PRN        DEFINED      09     15130000     0     0
                                        8/0
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      SCIENTIFIC ATLANTA INC            COM      808655104   1454     43700    SH         DEFINED      09      43700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      SCIENTIFIC ATLANTA INC            COM      808655104   233      7000     SH         DEFINED      21       7000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         SCOTTISH PWR PLC            SPON ADR    81013T705   1255     35242    SH         DEFINED      09      35242       0     0
                                       FINAL
------------------------------------------------------------------------------------------------------------------------------------
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         SCOTTISH PWR PLC            SPON ADR    81013T705  34438    967373    SH         DEFINED      01      940188    1572  25613
                                       FINAL
------------------------------------------------------------------------------------------------------------------------------------
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        SCRIPPS E W CO OHIO            CL A      811054204   185      3800     SH         DEFINED      01       3800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        SCRIPPS E W CO OHIO            CL A      811054204   1074     22000    SH         DEFINED      21      22000       0     0
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        SEAGATE TECHNOLOGY              SHS      G7945J104  38675    2203700   SH         DEFINED      09     2203700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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        SEAGATE TECHNOLOGY              COM      811804103  12236    697200    SH     P   DEFINED
------------------------------------------------------------------------------------------------------------------------------------
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         SEARS HLDGS CORP               COM      812350106   1189     9600     SH         DEFINED      21       9600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           SEMPRA ENERGY                COM      816851109   443      10728    SH         DEFINED      01      10728       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        SENIOR HSG PPTYS TR         SH BEN INT   81721M109   456      24134    SH         DEFINED      09      24134       0     0
------------------------------------------------------------------------------------------------------------------------------------
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        SENIOR HSG PPTYS TR         SH BEN INT   81721M109  15586    824244    SH         DEFINED      01      799437    1352  23455
------------------------------------------------------------------------------------------------------------------------------------
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           SEPRACOR INC                 COM      817315104   6649    110800    SH         DEFINED      09      110800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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   SHIRE PHARMACEUTICALS GRP PL    SPONSORED ADR 82481R106   3722    125000    SH         DEFINED      21      125000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            SI INTL INC                 COM      78427V102   6642    221700    SH         DEFINED      09      221700      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          SIEBEL SYS INC                COM      826170102   991     111400    SH         DEFINED      01      111400      0     0
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          SIEBEL SYS INC                COM      826170102   1175    132000    SH         DEFINED      02      132000      0     0
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          SIEBEL SYS INC                COM      826170102  19497    2190700   SH         DEFINED      09     2190700      0     0
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      SIERRA HEALTH SVCS INC            COM      826322109   6610     92500    SH         DEFINED      09      92500       0     0
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        SIERRA PAC RES NEW              COM      826428104   6261    502900    SH         DEFINED      09      502900      0     0
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      SIERRA PAC RES NEW COM          COMMON     826428104    11       848     SH         DEFINED      01       848        0     0
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           SIGMATEL INC                 COM      82661W107   1431     83400    SH         DEFINED      01      83400       0     0
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           SIGMATEL INC                 COM      82661W107  28343    1651712   SH         DEFINED      09     1651712      0     0
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   SIMPSON MANUFACTURING CO INC         COM      829073105   1369     44820    SH         DEFINED      01      44820       0     0
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   SIMPSON MANUFACTURING CO INC         COM      829073105  34155    1118000   SH         DEFINED      09     1118000      0     0
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          SONIC SOLUTIONS               COM      835460106   3285    176600    SH         DEFINED      01      176600      0     0
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          SONIC SOLUTIONS               COM      835460106   5204    279800    SH         DEFINED      09      279800      0     0
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             SONY CORP                ADR NEW    835699307   448      13000    SH         DEFINED      09      13000       0     0
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            SOUTHERN CO                 COM      842587107   521      15038    SH         DEFINED      09      15038       0     0
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            SOUTHERN CO                 COM      842587107  13559    391093    SH         DEFINED      01      374850     484  15759
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     SOUTHERN PERU COPPER CORP          COM      843611104   2540     59300    SH         DEFINED      02      59300       0     0
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      SOUTHWESTERN ENERGY CO            COM      845467109   4966    105700    SH         DEFINED      09      105700      0     0
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    SOUTHWESTERN ENERGY CO COM        COMMON     845467109    9        182     SH         DEFINED      01       182        0     0
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   SPECTRUM PHARMACEUTICALS INC         COM      84763A108   437     104100    SH         DEFINED      01      104100      0     0
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   SPECTRUM PHARMACEUTICALS INC         COM      84763A108   843     200700    SH         DEFINED      09      200700      0     0
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     SPEEDWAY MOTORSPORTS INC           COM      847788106   3773    103200    SH         DEFINED      01      103200      0     0
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     SPEEDWAY MOTORSPORTS INC           COM      847788106  16642    455200    SH         DEFINED      09      455200      0     0
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            SPRINT CORP               COM FON    852061100   6697    266900    SH         DEFINED      01      266900      0     0
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            SPRINT CORP               COM FON    852061100  30314    1208200   SH         DEFINED      02     1208200      0     0
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            SPRINT CORP               COM FON    852061100   9138    364200    SH         DEFINED      09      364200      0     0
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       SS&C TECHNOLOGIES INC            COM      85227Q100   1388     43800    SH         DEFINED      01      43800       0     0
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       SS&C TECHNOLOGIES INC            COM      85227Q100   2189     69100    SH         DEFINED      09      69100       0     0
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    SSA GLOBAL TECHNOLOGIES INC         COM      78465P108   538      44800    SH         DEFINED      01      44800       0     0
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    SSA GLOBAL TECHNOLOGIES INC         COM      78465P108  12062    1005200   SH         DEFINED      09     1005200      0     0
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             ST JOE CO                  COM      790148100  64653    792900    SH         DEFINED      09      792900      0     0
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          ST JUDE MED INC               COM      790849103   5608    128600    SH         DEFINED      09      128600      0     0
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          STAMPS COM INC              COM NEW    852857200   7095    378400    SH         DEFINED      09      378400      0     0
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   STANLEY FURNITURE INC COM NEW      COMMON     854305208    4        164     SH         DEFINED      01       164        0     0
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          STARBUCKS CORP                COM      855244109    93      1800     SH         DEFINED      01       1800       0     0
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          STARBUCKS CORP                COM      855244109   1137     22000    SH         DEFINED      21      22000       0     0
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   STARWOOD HOTELS&RESORTS WRLD     PAIRED CTF   85590A203   5160     88100    SH         DEFINED      09      88100       0     0
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        STATION CASINOS INC             COM      857689103    93      1400     SH         DEFINED      01       1400       0     0
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        STATION CASINOS INC             COM      857689103   6647    100100    SH         DEFINED      09      100100      0     0
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        STATION CASINOS INC             COM      857689103   1169     17600    SH         DEFINED      21      17600       0     0
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      STMICROELECTRONICS N V        NY REGISTRY  861012102   1073     67300    SH         DEFINED      09      67300       0     0
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          STORA ENSO CORP          SPON ADR REP  86210M106   7517    591400    SH         DEFINED      09      591400      0     0
                                         R
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               SUEZ                SPONSORED ADR 864686100   250      9200     SH         DEFINED      01       9200       0     0
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               SUEZ                SPONSORED ADR 864686100   3150    116100    SH         DEFINED      09      116100      0     0
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         SUN LIFE FINL INC              COM      866796105   2238     66400    SH         DEFINED      02      66400       0     0
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         SUN LIFE FINL INC              COM      866796105  17814    528600    SH         DEFINED      09      528600      0     0
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         SUN LIFE FINL INC              COM      866796105   1911     56714    SH         DEFINED      21      56714       0     0
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         SUNCOR ENERGY INC              COM      867229106   4595     97100    SH         DEFINED      09      97100       0     0
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           SUPERVALU INC                COM      868536103   6294    193000    SH         DEFINED      01      193000      0     0
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           SUPERVALU INC                COM      868536103  29695    910600    SH         DEFINED      02      910600      0     0
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           SUPERVALU INC                COM      868536103  15209    466400    SH         DEFINED      09      466400      0     0
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          SUPPORTSOFT INC               COM      868587106   437      84200    SH         DEFINED      01      84200       0     0
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          SUPPORTSOFT INC               COM      868587106   625     120400    SH         DEFINED      09      120400      0     0
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        SWIFT TRANSN CO COM           COMMON     870756103    3        135     SH         DEFINED      01       135        0     0
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           SYMANTEC CORP                COM      871503108   885      40700    SH         DEFINED      09      40700       0     0
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          SYMBION INC DEL               COM      871507109   4803    201400    SH         DEFINED      09      201400      0     0
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        SYNERON MEDICAL LTD           ORD SHS    M87245102   4515    123400    SH         DEFINED      09      123400      0     0
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        SYNIVERSE HLDGS INC             COM      87163F106  17459    1247100   SH         DEFINED      09     1247100      0     0
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   TAIWAN SEMICONDUCTOR MFG LTD    SPONSORED ADR 874039100   833      91388    SH         DEFINED      09      91388       0     0
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            TARGET CORP                 COM      87612E106   2546     46800    SH         DEFINED      01      46800       0     0
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            TARGET CORP                 COM      87612E106   3009     55300    SH         DEFINED      02      55300       0     0
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            TARGET CORP                 COM      87612E106  47284    869039    SH         DEFINED      09      869039      0     0
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              TDC A/S              SPONSORED ADR 87236N102   5736    267900    SH         DEFINED      02      267900      0     0
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     TEEKAY SHIPPING CORP COM         COMMON     Y8564W103    9        208     SH         DEFINED      01       208        0     0
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     TELECOM ITALIA S P A NEW      SPON ADR ORD  87927Y102   992      31688    SH         DEFINED      01      31688       0     0
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      TELEFONOS DE MEXICO S A      SPON ADR ORD  879403780   1088     57600    SH         DEFINED      01      57600       0     0
                                         L
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      TELEFONOS DE MEXICO S A      SPON ADR ORD  879403780   238      12600    SH         DEFINED      02      12600       0     0
                                         L
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      TELEFONOS DE MEXICO S A      SPON ADR ORD  879403780  10435    552400    SH         DEFINED      09      552400      0     0
                                         L
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        TELEWEST GLOBAL INC             COM      87956T107   1351     59300    SH         DEFINED      21      59300       0     0
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         TELSTRA CORP LTD            SPON ADR    87969N204   1637     84600    SH         DEFINED      01      84600       0     0
                                       FINAL
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         TELSTRA CORP LTD            SPON ADR    87969N204   3570    184500    SH         DEFINED      02      184500      0     0
                                       FINAL
------------------------------------------------------------------------------------------------------------------------------------
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         TELSTRA CORP LTD            SPON ADR    87969N204  15664    809500    SH         DEFINED      09      809500      0     0
                                       FINAL
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       TENET HEALTHCARE CORP            COM      88033G100   3361    274600    SH         DEFINED      01      274600      0     0
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       TENET HEALTHCARE CORP            COM      88033G100  15462    1263200   SH         DEFINED      09     1263200      0     0
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       TENET HEALTHCARE CORP            COM      88033G100   1438    142100    SH         DEFINED      21      142100      0     0
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            TESORO CORP                 COM      881609101   6076    130600    SH         DEFINED      09      130600      0     0
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        TEXAS INDS INC COM            COMMON     882491103    2        41      SH         DEFINED      01        41        0     0
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     TEXAS INSTRUMENTS, INC..           COM      882508104  28070    1000000   SH     P   DEFINED
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        TEXAS ROADHOUSE INC            CL A      882681109   3906    112400    SH         DEFINED      01      112400      0     0
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        TEXAS ROADHOUSE INC            CL A      882681109  32318    930000    SH         DEFINED      09      930000      0     0
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            TEXTRON INC                 COM      883203101   4422     58300    SH         DEFINED      09      58300       0     0
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           TIDEWATER INC                COM      886423102   2203     57800    SH         DEFINED      02      57800       0     0
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           TIDEWATER INC                COM      886423102   1433     37600    SH         DEFINED      21      37600       0     0
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           TIMBERLAND CO               CL A      887100105  31255    807200    SH         DEFINED      09      807200      0     0
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        TIMBERLAND CO CL A            COMMON     887100105    8        202     SH         DEFINED      01       202        0     0
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          TIME WARNER INC               COM      887317105  10858    649799    SH         DEFINED      01      649799      0     0
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          TIME WARNER INC               COM      887317105  56010    3351900   SH         DEFINED      02     3351900      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          TIME WARNER INC               COM      887317105  55678    3332000   SH         DEFINED      09     3332000      0     0
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          TIME WARNER INC               COM      887317105   2369    141800    SH         DEFINED      21      141800      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      TIME WARNER TELECOM INC          CL A      887319101   1543    260600    SH         DEFINED      01      260600      0     0
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      TIME WARNER TELECOM INC          CL A      887319101  26350    4451000   SH         DEFINED      09     4451000      0     0
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              TNS INC                   COM      872960109   1094     46800    SH         DEFINED      01      46800       0     0
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              TNS INC                   COM      872960109  27448    1174500   SH         DEFINED      09     1174500      0     0
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              TNT N V              SPONSORED ADR 87260W101   1658     65400    SH         DEFINED      02      65400       0     0
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              TNT N V              SPONSORED ADR 87260W101  15301    603600    SH         DEFINED      09      603600      0     0
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               TODCO                   CL A      88889T107  23231    905000    SH         DEFINED      09      905000      0     0
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         TOLL BROS INC COM            COMMON     889478103    17       172     SH         DEFINED      01       172        0     0
------------------------------------------------------------------------------------------------------------------------------------
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         TOLL BROTHERS INC              COM      889478103   5799     57100    SH         DEFINED      09      57100       0     0
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            TORO CO COM               COMMON     891092108    4        114     SH         DEFINED      01       114        0     0
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             TOTAL S A             SPONSORED ADR 89151E109   3202     27400    SH         DEFINED      01      27400       0     0
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             TOTAL S A             SPONSORED ADR 89151E109  39449    337600    SH         DEFINED      02      337600      0     0
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             TOTAL S A             SPONSORED ADR 89151E109  30883    264300    SH         DEFINED      09      264300      0     0
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          TRANSOCEAN INC                ORD      G90078109   2180     40400    SH         DEFINED      01      40400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          TRANSOCEAN INC                ORD      G90078109   2337     43300    SH         DEFINED      02      43300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          TRANSOCEAN INC                ORD      G90078109  47132    873300    SH         DEFINED      09      873300      0     0
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          TRANSOCEAN INC                ORD      G90078109   4890     90600    SH         DEFINED      21      90600       0     0
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      TREEHOUSE FOODS INC COM         COMMON     89469A104    1        21      SH         DEFINED      01        21        0     0
------------------------------------------------------------------------------------------------------------------------------------
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       TRIZEC PROPERTIES INC            COM      89687P107   2435    118400    SH         DEFINED      02      118400      0     0
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          TUPPERWARE CORP               COM      899896104   1912     81800    SH         DEFINED      02      81800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         TYCO INTL LTD NEW              COM      902124106  75441    2583600   SH         DEFINED      02     2583600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         TYCO INTL LTD NEW              COM      902124106  80659    2762300   SH         DEFINED      09     2762300      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         TYCO INTL LTD NEW              COM      902124106   2391     97300    SH         DEFINED      21      97300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         TYCO INTL LTD NEW              COM      902124106  16065    550170    SH         DEFINED      01      550170      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          TYSON FOODS INC              CL A      902494103   7622    428200    SH         DEFINED      01      428200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          TYSON FOODS INC              CL A      902494103  45951    2581500   SH         DEFINED      02     2581500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          TYSON FOODS INC              CL A      902494103  15874    891800    SH         DEFINED      09      891800      0     0
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       U S CONCRETE INC COM           COMMON     90333L102    2        292     SH         DEFINED      01       292        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           U STORE IT TR                COM      91274F104   417      21900    SH         DEFINED      01      21900       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           U STORE IT TR                COM      91274F104   7795    409200    SH         DEFINED      09      409200      0     0
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              UBS AG                 NAMEN AKT   H8920M855   1806     23200    SH         DEFINED      02      23200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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              UBS AG                 NAMEN AKT   H8920M855  25262    324500    SH         DEFINED      09      324500      0     0
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       ULTRA PETROLEUM CORP             COM      903914109   4472    147300    SH         DEFINED      09      147300      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           ULTRATECH INC                COM      904034105   3872    211600    SH         DEFINED      01      211600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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           ULTRATECH INC                COM      904034105  22416    1224900   SH         DEFINED      09     1224900      0     0
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      UNIFIRST CORP MASS COM          COMMON     904708104    3        71      SH         DEFINED      01        71        0     0
------------------------------------------------------------------------------------------------------------------------------------
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           UNILEVER PLC            SPON ADR NEW  904767704   3497     90000    SH         DEFINED      02      90000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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           UNILEVER PLC            SPON ADR NEW  904767704   976      25124    SH         DEFINED      09      25124       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          UNION PAC CORP                COM      907818108   109      1686     SH         DEFINED      01       1686       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          UNION PAC CORP                COM      907818108   862      13300    SH         DEFINED      02      13300       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          UNION PAC CORP                COM      907818108   1140     17600    SH         DEFINED      21      17600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            UNISYS CORP                 COM      909214108   1073    169500    SH         DEFINED      09      169500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED PARCEL SERVICE INC         CL B      911312106   2912     42100    SH         DEFINED      01      42100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED PARCEL SERVICE INC         CL B      911312106   3119     45100    SH         DEFINED      02      45100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED PARCEL SERVICE INC         CL B      911312106  110061   1591400   SH         DEFINED      09     1591400      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED PARCEL SERVICE INC         CL B      911312106   3043     44000    SH         DEFINED      21      44000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    UNITED STATES STL CORP NEW          COM      912909108  12902    375400    SH         DEFINED      02      375400      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    UNITED STATES STL CORP NEW          COM      912909108   141      4100     SH         DEFINED      09       4100       0     0
------------------------------------------------------------------------------------------------------------------------------------
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    UNITED STATES STL CORP NEW          COM      912909108   3437    100000    SH         DEFINED      21      100000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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    UNITED STATES STL CORP NEW          COM      912909108   1311     38137    SH         DEFINED      01      38137       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   UNITED SURGICAL PARTNERS INT         COM      913016309   2557     49090    SH         DEFINED      01      49090       0     0
------------------------------------------------------------------------------------------------------------------------------------
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   UNITED SURGICAL PARTNERS INT         COM      913016309  109033   2093560   SH         DEFINED      09     2093560      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED TECHNOLOGIES CORP           COM      913017109   103      2000     SH         DEFINED      01       2000       0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED TECHNOLOGIES CORP           COM      913017109   6111    119000    SH         DEFINED      09      119000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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     UNITED TECHNOLOGIES CORP           COM      913017109   904      17600    SH         DEFINED      21      17600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         UNITED UTILS PLC          SPONSORED ADR 91311Q105   483      20200    SH         DEFINED      02      20200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         UNITED UTILS PLC          SPONSORED ADR 91311Q105   1282     53585    SH         DEFINED      09      53585       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         UNITED UTILS PLC          SPONSORED ADR 91311Q105  13189    551157    SH         DEFINED      01      533790     890  16477
------------------------------------------------------------------------------------------------------------------------------------
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      UNITEDHEALTH GROUP INC            COM      91324P102  26279    504000    SH         DEFINED      09      504000      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      UNITEDHEALTH GROUP INC            COM      91324P102   2899     55600    SH         DEFINED      21      55600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      UNITEDHEALTH GROUP INC            COM      91324P102   262      5028     SH         DEFINED      01       5028       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         UPM KYMMENE CORP          SPONSORED ADR 915436109   4104    214100    SH         DEFINED      02      214100      0     0
------------------------------------------------------------------------------------------------------------------------------------
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         UPM KYMMENE CORP          SPONSORED ADR 915436109   819      42748    SH         DEFINED      09      42748       0     0
------------------------------------------------------------------------------------------------------------------------------------
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         UPM KYMMENE CORP          SPONSORED ADR 915436109  19669    1026031   SH         DEFINED      01      993246    1625  31160
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       URBAN OUTFITTERS INC             COM      917047102   136      2400     SH         DEFINED      01       2400       0     0
------------------------------------------------------------------------------------------------------------------------------------
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       URBAN OUTFITTERS INC             COM      917047102   6894    121600    SH         DEFINED      09      121600      0     0
------------------------------------------------------------------------------------------------------------------------------------
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       URBAN OUTFITTERS INC             COM      917047102   1497     26400    SH         DEFINED      21      26400       0     0
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          US BANCORP DEL              COM NEW    902973304  19666    673500    SH         DEFINED      02      673500      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          US BANCORP DEL              COM NEW    902973304  19313    661400    SH         DEFINED      09      661400      0     0
------------------------------------------------------------------------------------------------------------------------------------
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          US BANCORP DEL              COM NEW    902973304   3440    117801    SH         DEFINED      01      117801      0     0
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              UST INC                   COM      902911106  20739    454200    SH         DEFINED      02      454200      0     0
------------------------------------------------------------------------------------------------------------------------------------
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              UST INC                   COM      902911106   1109     24287    SH         DEFINED      09      24287       0     0
------------------------------------------------------------------------------------------------------------------------------------
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              UST INC                   COM      902911106  25607    560810    SH         DEFINED      01      544942     854  15014
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         UTI WORLDWIDE INC              ORD      G87210103   4470     64200    SH         DEFINED      09      64200       0     0
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         UTSTARCOM INC COM            COMMON     918076100    2        304     SH         DEFINED      01       304        0     0
------------------------------------------------------------------------------------------------------------------------------------
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      VALERO ENERGY CORP NEW            COM      91913Y100   4652     58800    SH         DEFINED      09      58800       0     0
------------------------------------------------------------------------------------------------------------------------------------
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      VALERO ENERGY CORP NEW            COM      91913Y100   1044     13200    SH         DEFINED      21      13200       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          VALUECLICK INC                COM      92046N102   1200     97340    SH         DEFINED      01      97340       0     0
------------------------------------------------------------------------------------------------------------------------------------
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          VALUECLICK INC                COM      92046N102   6755    547828    SH         DEFINED      09      547828      0     0
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            VASOGEN INC                 COM      92232F103   4948    1007800   SH         DEFINED      09     1007800      0     0
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          VCA ANTECH INC                COM      918194101   8424    347400    SH         DEFINED      09      347400      0     0
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       VEOLIA ENVIRONNEMENT        SPONSORED ADR 92334N103   359      9600     SH         DEFINED      01       9600       0     0
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           VERISIGN INC                 COM      92343E102   5185    180300    SH         DEFINED      09      180300      0     0
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        VERITAS SOFTWARE CO             COM      923436109   547      22400    SH         DEFINED      09      22400       0     0
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      VERIZON COMMUNICATIONS            COM      92343V104  14246    412326    SH         DEFINED      01      412326      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      VERIZON COMMUNICATIONS            COM      92343V104  66711    1930848   SH         DEFINED      02     1930848      0     0
------------------------------------------------------------------------------------------------------------------------------------
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      VERIZON COMMUNICATIONS            COM      92343V104  77666    2247927   SH         DEFINED      09     2247927      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            VIACOM INC                 CL B      925524308   2968     92700    SH         DEFINED      02      92700       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            VIACOM INC                 CL B      925524308  46095    1439574   SH         DEFINED      09     1439574      0     0
------------------------------------------------------------------------------------------------------------------------------------
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            VIACOM INC                 CL B      925524308   2517     78600    SH         DEFINED      21      78600       0     0
------------------------------------------------------------------------------------------------------------------------------------
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            VIACOM INC                 CL B      925524308   4633    144690    SH         DEFINED      01      144145      0    545
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             VICAL INC                  COM      925602104   1428    292700    SH         DEFINED      01      292700      0     0
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             VICAL INC                  COM      925602104   8208    1682000   SH         DEFINED      09     1682000      0     0
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            VICOR CORP                  COM      925815102   1037     76256    SH         DEFINED      01      76256       0     0
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            VICOR CORP                  COM      925815102   1584    116488    SH         DEFINED      09      116488      0     0
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    VICURON PHARMACEUTICALS INC         COM      926471103   1624     58200    SH         DEFINED      01      58200       0     0
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    VICURON PHARMACEUTICALS INC         COM      926471103   2572     92200    SH         DEFINED      09      92200       0     0
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        VISUAL NETWORKS INC             COM      928444108   283     183780    SH         DEFINED      01      183780      0     0
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        VISUAL NETWORKS INC             COM      928444108   2242    1455950   SH         DEFINED      09     1455950      0     0
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      VODAFONE GROUP PLC NEW       SPONSORED ADR 92857W100   4198    172600    SH         DEFINED      01      172600      0     0
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      VODAFONE GROUP PLC NEW       SPONSORED ADR 92857W100  20473    841800    SH         DEFINED      02      841800      0     0
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      VODAFONE GROUP PLC NEW       SPONSORED ADR 92857W100  18700    768900    SH         DEFINED      09      768900      0     0
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          VORNADO RLTY TR           SH BEN INT   929042109   3771     46900    SH         DEFINED      09      46900       0     0
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       WACHOVIA CORP 2ND NEW            COM      929903102  59500    1199600   SH         DEFINED      02     1199600      0     0
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       WACHOVIA CORP 2ND NEW            COM      929903102  28183    568200    SH         DEFINED      09      568200      0     0
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       WACHOVIA CORP 2ND NEW            COM      929903102  10984    221460    SH         DEFINED      01      220922      0    538
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        WAL MART STORES INC             COM      931142103   4860    100824    SH         DEFINED      01      100256      0    568
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        WAL MART STORES INC             COM      931142103   1586     32900    SH         DEFINED      02      32900       0     0
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        WAL MART STORES INC             COM      931142103  24336    504890    SH         DEFINED      09      504890      0     0
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        WAL MART STORES INC             COM      931142103   5118    108900    SH         DEFINED      21      108900      0     0
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        WASHINGTON MUT INC              COM      939322103   323      7950     SH         DEFINED      02       7950       0     0
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        WASHINGTON MUT INC              COM      939322103   1151     28283    SH         DEFINED      09      28283       0     0
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        WASTE MGMT INC DEL              COM      94106L109   2471     87190    SH         DEFINED      02      87190       0     0
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        WASTE MGMT INC DEL              COM      94106L109   6898    243400    SH         DEFINED      09      243400      0     0
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        WASTE MGMT INC DEL              COM      94106L109   346      12200    SH         DEFINED      21      12200       0     0
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        WASTE MGMT INC DEL              COM      94106L109   1078     38043    SH         DEFINED      01      37709       0    334
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  WATSON PHARMACEUTICALS INC COM      COMMON     942683103    6        203     SH         DEFINED      01       203        0     0
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          WCI CMNTYS INC                COM      92923C104   3991    124600    SH         DEFINED      09      124600      0     0
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         WEBSIDESTORY INC               COM      947685103   434      29600    SH         DEFINED      01      29600       0     0
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         WEBSIDESTORY INC               COM      947685103   644      43900    SH         DEFINED      09      43900       0     0
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       WELLS FARGO & CO NEW             COM      949746101  83262    1352100   SH         DEFINED      02     1352100      0     0
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       WELLS FARGO & CO NEW             COM      949746101  110314   1791400   SH         DEFINED      09     1791400      0     0
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       WELLS FARGO & CO NEW             COM      949746101   2245     44100    SH         DEFINED      21      44100       0     0
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       WELLS FARGO & CO NEW             COM      949746101  17600    285804    SH         DEFINED      01      285410      0    394
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       WESTERN WIRELESS CORP           CL A      95988E204  25515    603200    SH         DEFINED      09      603200      0     0
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         WFS FINL INC COM             COMMON     92923B106    5        104     SH         DEFINED      01       104        0     0
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          WHIRLPOOL CORP                COM      963320106   2566     36600    SH         DEFINED      02      36600       0     0
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          WHIRLPOOL CORP                COM      963320106   6289     89700    SH         DEFINED      09      89700       0     0
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     WHITE MTNS INS GROUP LTD           COM      G9618E107  63090    100000    SH         DEFINED      09      100000      0     0
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        WHOLE FOODS MKT INC             COM      966837106  22666    191600    SH         DEFINED      09      191600      0     0
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        WILLBROS GROUP INC              COM      969199108  14446    1008800   SH         DEFINED      09     1008800      0     0
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        WILLIAMS SONOMA INC             COM      969904101  43919    1109900   SH         DEFINED      09     1109900      0     0
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     WILLIS GROUP HOLDINGS LTD          SHS      G96655108  63873    1952100   SH         DEFINED      09     1952100      0     0
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      WIND RIVER SYSTEMS INC            COM      973149107   6824    435200    SH         DEFINED      09      435200      0     0
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        WINNEBAGO INDS INC              COM      974637100  27896    851800    SH         DEFINED      09      851800      0     0
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        WINNEBAGO INDS INC              COM      974637100   990      30214    SH         DEFINED      01      30214       0     0
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     WOLVERINE WORLD WIDE INC           COM      978097103   5213    217100    SH         DEFINED      09      217100      0     0
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     WORLD ACCEP CORP DEL COM         COMMON     981419104    4        131     SH         DEFINED      01       131        0     0
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       WORTHINGTON INDS INC             COM      981811102   976      61800    SH         DEFINED      02      61800       0     0
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       WORTHINGTON INDS INC             COM      981811102   6345    401600    SH         DEFINED      09      401600      0     0
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        WPS RESOURCES CORP              COM      92931B106   596      10600    SH         DEFINED      01      10600       0     0
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               WYETH                    COM      983024100   7264    163233    SH         DEFINED      01      162468      0    765
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               WYETH                    COM      983024100  10204    229300    SH         DEFINED      02      229300      0     0
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               WYETH                    COM      983024100  74714    1678976   SH         DEFINED      09     1678976      0     0
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               WYETH                    COM      983024100   3119     70100    SH         DEFINED      21      70100       0     0
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          XCEL ENERGY INC               COM      98389B100   463      23700    SH         DEFINED      01      23700       0     0
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          XCEL ENERGY INC               COM      98389B100   693      35510    SH         DEFINED      09      35510       0     0
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        XCYTE THERAPIES INC             COM      98389F309   420     583100    SH         DEFINED      09      583100      0     0
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         XENOVA GROUP PLC          SPONS ADR NEW 984111302    9       12500    SH         DEFINED      01      12500       0     0
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         XENOVA GROUP PLC          SPONS ADR NEW 984111302    20      27200    SH         DEFINED      09      27200       0     0
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            XILINX INC                  COM      983919101   1471     57700    SH         DEFINED      09      57700       0     0
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            XL CAP LTD                 CL A      G98255105   923      12400    SH         DEFINED      02      12400       0     0
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            XL CAP LTD                 CL A      G98255105   6782     91137    SH         DEFINED      09      91137       0     0
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            XL CAP LTD                 CL A      G98255105  11240    151041    SH         DEFINED      01      146679     255   4107
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   XM SATELLITE RADIO HLDGS INC        CL A      983759101   209      6200     SH         DEFINED      01       6200       0     0
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   XM SATELLITE RADIO HLDGS INC        CL A      983759101   7823    232400    SH         DEFINED      09      232400      0     0
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   XM SATELLITE RADIO HLDGS INC        CL A      983759101   2370     70400    SH         DEFINED      21      70400       0     0
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            XYRATEX LTD                 COM      G98268108   222      14300    SH         DEFINED      01      14300       0     0
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            XYRATEX LTD                 COM      G98268108   9252    596500    SH         DEFINED      09      596500      0     0
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             YAHOO INC                  COM      984332106   2121     61200    SH         DEFINED      09      61200       0     0
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        YM BIOSCIENCES INC              COM      984238105   301     121900    SH         DEFINED      01      121900      0     0
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        YM BIOSCIENCES INC              COM      984238105   420     170100    SH         DEFINED      09      170100      0     0
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        YORK INTL CORP NEW              COM      986670107   266      7000     SH         DEFINED      02       7000       0     0
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          YUM BRANDS INC                COM      988498101   7989    153400    SH         DEFINED      09      153400      0     0
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           ZOLL MED CORP                COM      989922109   158      6200     SH         DEFINED      01       6200       0     0
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           ZOLL MED CORP                COM      989922109   165      6500     SH         DEFINED      09       6500       0     0
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            ZUMIEZ INC                  COM      989817101   1020     35000    SH         DEFINED      09      35000       0     0
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